Share price$11.17
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T08:41:42.192Z
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 · 2026-10-22T00:00:00.060808921Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.84 | 153.9% | 63.8% | 9.05 | 109.2% | 23.0% |
| 25Δ | 15.30 | 119.3% | 41.1% | 9.78 | 85.3% | 16.5% |
| 30Δ | 14.05 | 97.5% | 29.9% | 10.22 | 72.1% | 12.7% |
| 35Δ | 12.80 | 75.7% | 18.8% | 10.55 | 63.6% | 10.1% |
| 40Δ | 11.91 | 60.1% | 11.0% | 10.87 | 55.2% | 7.5% |
| 45Δ | 11.66 | 55.6% | 9.2% | 11.09 | 50.0% | 6.0% |
| 50Δ | 11.42 | 51.1% | 7.4% | 11.23 | 47.1% | 5.1% |
| 55Δ | 11.17 | 46.6% | 5.5% | 11.38 | 44.2% | 4.3% |
| 60Δ | 10.91 | 43.7% | 4.1% | 11.52 | 41.3% | 3.5% |
| 65Δ | 10.65 | 44.2% | 3.6% | 11.67 | 38.4% | 2.7% |
| 70Δ | 10.38 | 44.6% | 3.1% | 11.81 | 35.5% | 1.9% |
| 75Δ | 10.11 | 45.1% | 2.6% | 11.96 | 32.6% | 1.1% |
| 80Δ | 9.84 | 45.5% | 2.1% | 12.55 | 39.4% | 0.7% |
No recorded observations