Share price$12.90
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:10:27.343Z
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 · 2026-10-22T21:15:49.686757277Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.84 | 94.2% | 33.2% | 8.91 | 196.9% | 36.9% |
| 25Δ | 14.78 | 54.8% | 16.6% | 9.94 | 154.5% | 28.3% |
| 30Δ | 14.53 | 51.4% | 14.9% | 10.97 | 112.2% | 19.8% |
| 35Δ | 14.28 | 48.0% | 13.3% | 11.99 | 69.8% | 11.2% |
| 40Δ | 14.04 | 44.6% | 11.7% | 12.90 | 53.2% | 6.7% |
| 45Δ | 13.79 | 41.3% | 10.0% | 13.70 | 61.7% | 6.2% |
| 50Δ | 13.54 | 37.9% | 8.4% | 14.49 | 70.1% | 5.6% |
| 55Δ | 13.29 | 34.5% | 6.8% | 15.29 | 78.6% | 5.1% |
| 60Δ | 13.05 | 31.1% | 5.1% | 16.08 | 87.0% | 4.6% |
| 65Δ | 12.80 | 27.7% | 3.5% | 16.88 | 95.4% | 4.0% |
| 70Δ | 12.55 | 24.3% | 1.9% | 17.67 | 103.9% | 3.5% |
| 75Δ | 11.67 | 53.8% | 2.3% | 18.47 | 112.3% | 3.0% |
| 80Δ | 10.63 | 91.9% | 3.1% | 19.27 | 120.8% | 2.4% |
No recorded observations