Share price$9.80
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:00:53.872Z
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 · 2026-10-22T23:56:56.140371517Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.65 | 91.5% | 31.8% | |||
| 25Δ | 12.27 | 96.3% | 28.8% | 8.11 | 144.0% | 24.8% |
| 30Δ | 14.21 | 168.0% | 52.1% | 8.62 | 140.8% | 21.5% |
| 35Δ | 13.72 | 171.2% | 48.7% | 9.18 | 142.8% | 18.8% |
| 40Δ | 12.28 | 147.2% | 34.5% | 9.87 | 159.1% | 17.8% |
| 45Δ | 11.22 | 140.1% | 25.3% | 10.57 | 175.5% | 16.7% |
| 50Δ | 13.23 | 267.3% | 54.9% | 10.62 | 132.3% | 11.5% |
| 55Δ | 9.91 | 105.8% | 12.7% | 10.16 | 45.2% | 3.6% |
| 60Δ | 9.55 | 101.9% | 10.4% | 10.56 | 49.1% | 3.2% |
| 65Δ | 9.20 | 98.0% | 8.2% | 10.97 | 53.0% | 2.7% |
| 70Δ | 8.79 | 100.4% | 6.5% | 11.38 | 56.9% | 2.3% |
| 75Δ | 8.32 | 110.8% | 5.7% | 11.79 | 60.8% | 1.8% |
| 80Δ | 7.79 | 121.9% | 4.8% | 12.20 | 64.8% | 1.4% |
No recorded observations