Share price$10.27
1D+2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:50:20.807Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T15:40:52.85025098Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.31 | 104.4% | 62.5% | 8.02 | 85.6% | 25.7% |
| 25Δ | 13.48 | 74.8% | 34.9% | 8.55 | 72.7% | 20.7% |
| 30Δ | 12.30 | 61.0% | 23.5% | 9.09 | 59.8% | 15.6% |
| 35Δ | 11.98 | 55.6% | 20.6% | 9.63 | 46.9% | 10.5% |
| 40Δ | 11.67 | 50.2% | 17.8% | |||
| 45Δ | 11.36 | 44.8% | 14.9% | |||
| 50Δ | 11.05 | 39.4% | 12.1% | |||
| 55Δ | 10.74 | 34.0% | 9.2% | |||
| 60Δ | 10.43 | 28.6% | 6.4% | |||
| 65Δ | 10.12 | 23.2% | 3.5% | |||
| 70Δ | 9.70 | 25.9% | 2.3% | |||
| 75Δ | 9.22 | 33.5% | 2.1% | |||
| 80Δ | 8.74 | 41.1% | 1.9% | |||
No recorded observations