Share price$10.22
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:49:12.337Z
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 · 2026-10-21T22:47:51.428141762Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.16 | 195.9% | 92.4% | 8.05 | 128.6% | 26.1% |
| 25Δ | 15.06 | 144.5% | 52.3% | 8.78 | 101.0% | 19.0% |
| 30Δ | 12.98 | 109.6% | 31.9% | 9.25 | 83.6% | 14.5% |
| 35Δ | 11.83 | 87.8% | 20.6% | 9.60 | 70.7% | 11.1% |
| 40Δ | 11.52 | 77.4% | 17.5% | 9.96 | 57.9% | 7.7% |
| 45Δ | 11.20 | 67.0% | 14.3% | 10.13 | 53.7% | 6.5% |
| 50Δ | 10.89 | 56.6% | 11.2% | 10.29 | 50.6% | 5.5% |
| 55Δ | 10.58 | 46.2% | 8.0% | 10.44 | 47.5% | 4.6% |
| 60Δ | 10.26 | 35.9% | 4.9% | 10.59 | 44.4% | 3.7% |
| 65Δ | 9.97 | 27.5% | 2.2% | 10.74 | 41.3% | 2.8% |
| 70Δ | 9.78 | 29.4% | 1.9% | 10.89 | 38.3% | 1.8% |
| 75Δ | 9.58 | 31.4% | 1.6% | 11.07 | 36.1% | 1.1% |
| 80Δ | 9.39 | 33.3% | 1.4% | 11.33 | 36.3% | 0.8% |
No recorded observations