Share price$9.23
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:12.253Z
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 · 2026-10-22T20:00:00.689911897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.77 | 136.5% | 53.2% | 6.68 | 193.5% | 35.0% |
| 25Δ | 15.76 | 198.1% | 77.7% | 7.58 | 150.2% | 25.7% |
| 30Δ | 16.87 | 243.9% | 92.2% | 7.99 | 142.1% | 22.7% |
| 35Δ | 12.70 | 151.0% | 45.0% | 8.39 | 134.0% | 19.8% |
| 40Δ | 9.93 | 71.0% | 12.9% | 8.79 | 125.8% | 16.8% |
| 45Δ | 9.67 | 71.4% | 11.7% | 9.19 | 117.7% | 13.8% |
| 50Δ | 9.41 | 71.8% | 10.5% | 9.60 | 109.6% | 10.9% |
| 55Δ | 9.15 | 72.3% | 9.3% | 10.00 | 101.5% | 7.9% |
| 60Δ | 8.89 | 72.7% | 8.2% | 10.77 | 105.8% | 6.9% |
| 65Δ | 8.63 | 73.1% | 7.0% | 11.55 | 110.1% | 5.9% |
| 70Δ | 8.36 | 73.6% | 5.8% | 12.32 | 114.5% | 4.9% |
| 75Δ | 8.10 | 74.0% | 4.6% | 13.09 | 118.8% | 3.9% |
| 80Δ | 7.84 | 74.4% | 3.4% | 13.87 | 123.2% | 2.9% |
No recorded observations