Share price$9.62
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:12:31.723Z
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 · 2026-10-22T00:00:04.36563507Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.82 | 178.0% | 79.5% | 7.12 | 186.6% | 33.8% |
| 25Δ | 16.08 | 189.6% | 73.4% | 7.77 | 187.5% | 29.9% |
| 30Δ | 13.65 | 161.2% | 48.9% | 8.39 | 180.7% | 25.8% |
| 35Δ | 13.05 | 169.2% | 44.6% | 9.00 | 169.6% | 21.5% |
| 40Δ | 12.36 | 174.5% | 39.4% | 9.68 | 180.5% | 19.7% |
| 45Δ | 11.62 | 175.4% | 33.6% | 10.38 | 186.1% | 17.6% |
| 50Δ | 10.87 | 173.3% | 27.9% | 11.09 | 186.9% | 15.3% |
| 55Δ | 10.26 | 176.9% | 24.1% | 11.86 | 187.1% | 13.1% |
| 60Δ | 9.64 | 177.1% | 20.1% | 12.66 | 184.9% | 11.0% |
| 65Δ | 9.01 | 174.8% | 16.0% | 13.53 | 183.0% | 9.0% |
| 70Δ | 8.41 | 176.2% | 13.0% | 14.53 | 182.5% | 7.2% |
| 75Δ | 7.81 | 175.9% | 10.1% | 15.83 | 185.0% | 5.6% |
| 80Δ | 7.22 | 171.8% | 7.3% | 17.38 | 186.3% | 4.1% |
No recorded observations