Share price$12.74
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:34.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:09.073122031Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.24 | 83.6% | 29.9% | 10.62 | 87.6% | 20.2% |
| 25Δ | 15.52 | 83.4% | 25.0% | 11.05 | 88.3% | 18.1% |
| 30Δ | 14.88 | 83.5% | 20.9% | 11.49 | 89.1% | 15.9% |
| 35Δ | 14.46 | 84.5% | 18.8% | 11.93 | 89.9% | 13.7% |
| 40Δ | 14.05 | 85.4% | 16.7% | 12.37 | 90.7% | 11.6% |
| 45Δ | 13.63 | 86.3% | 14.7% | 12.79 | 90.1% | 10.0% |
| 50Δ | 13.21 | 87.3% | 12.6% | 13.22 | 89.0% | 8.8% |
| 55Δ | 12.79 | 88.2% | 10.5% | 13.64 | 87.9% | 7.5% |
| 60Δ | 12.37 | 88.6% | 8.7% | 14.06 | 86.7% | 6.2% |
| 65Δ | 11.94 | 87.7% | 7.5% | 14.49 | 85.6% | 5.0% |
| 70Δ | 11.51 | 86.8% | 6.2% | 14.91 | 84.5% | 3.7% |
| 75Δ | 11.08 | 85.9% | 5.0% | 15.77 | 88.8% | 2.9% |
| 80Δ | 10.66 | 85.0% | 3.7% | 16.75 | 94.6% | 2.2% |
No recorded observations