Share price$9.21
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T09:07:42.207Z
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 · 2026-10-22T23:55:31.959974945Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.82 | 158.8% | 65.1% | 7.11 | 141.3% | 28.0% |
| 25Δ | 12.96 | 125.9% | 44.8% | 7.56 | 123.2% | 23.2% |
| 30Δ | 11.65 | 99.1% | 30.6% | 8.02 | 105.1% | 18.5% |
| 35Δ | 10.35 | 72.4% | 16.4% | 8.47 | 86.9% | 13.7% |
| 40Δ | 9.84 | 67.7% | 11.9% | 8.93 | 68.8% | 9.0% |
| 45Δ | 9.62 | 71.0% | 10.8% | 9.32 | 72.6% | 7.7% |
| 50Δ | 9.40 | 74.2% | 9.7% | 9.71 | 80.7% | 7.2% |
| 55Δ | 9.18 | 77.5% | 8.7% | 10.09 | 88.7% | 6.6% |
| 60Δ | 8.94 | 80.6% | 7.6% | 10.47 | 96.8% | 6.0% |
| 65Δ | 8.64 | 83.4% | 6.5% | 10.86 | 104.8% | 5.4% |
| 70Δ | 8.35 | 86.2% | 5.5% | 10.53 | 76.8% | 3.4% |
| 75Δ | 8.05 | 89.0% | 4.5% | 11.02 | 65.9% | 1.8% |
| 80Δ | 7.60 | 96.5% | 3.6% | 14.51 | 147.6% | 3.1% |
No recorded observations