Share price$10.05
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:09.847Z
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 · 2026-10-22T23:00:00.003878707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.35 | 240.2% | 128.1% | 6.53 | 192.9% | 39.1% |
| 25Δ | 16.54 | 163.7% | 69.3% | 7.25 | 158.0% | 31.5% |
| 30Δ | 15.46 | 143.0% | 58.6% | 7.98 | 123.0% | 24.0% |
| 35Δ | 14.38 | 122.3% | 47.8% | 8.71 | 88.1% | 16.4% |
| 40Δ | 13.30 | 101.7% | 37.1% | 9.43 | 53.2% | 8.9% |
| 45Δ | 12.22 | 81.0% | 26.3% | 10.13 | 31.1% | 3.2% |
| 50Δ | 11.14 | 60.3% | 15.6% | 10.69 | 54.5% | 4.0% |
| 55Δ | 10.06 | 39.7% | 4.9% | 11.26 | 77.9% | 4.7% |
| 60Δ | 9.65 | 47.0% | 3.9% | 11.83 | 101.2% | 5.5% |
| 65Δ | 9.27 | 56.0% | 3.6% | 12.40 | 124.6% | 6.3% |
| 70Δ | 8.89 | 65.1% | 3.2% | 13.66 | 142.9% | 5.8% |
| 75Δ | 8.52 | 74.2% | 2.9% | 15.09 | 159.4% | 4.9% |
| 80Δ | 8.14 | 83.2% | 2.6% | 16.68 | 164.6% | 3.6% |
No recorded observations