Share price$9.17
1D-4.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:54.794Z
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 · 2026-10-23T16:42:37.494830675Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.85 | 160.9% | 66.0% | 7.34 | 119.8% | 24.0% |
| 25Δ | 12.28 | 119.7% | 38.0% | 7.75 | 104.8% | 20.4% |
| 30Δ | 11.41 | 102.5% | 28.9% | 8.02 | 99.4% | 18.3% |
| 35Δ | 10.54 | 85.3% | 19.7% | 8.30 | 94.1% | 16.2% |
| 40Δ | 9.88 | 77.6% | 13.6% | 8.58 | 88.8% | 14.1% |
| 45Δ | 9.55 | 85.7% | 12.6% | 8.85 | 83.5% | 12.0% |
| 50Δ | 9.23 | 93.9% | 11.7% | 9.13 | 78.2% | 9.9% |
| 55Δ | 8.90 | 102.0% | 10.7% | 9.40 | 72.9% | 7.8% |
| 60Δ | 8.58 | 110.2% | 9.8% | 9.68 | 67.6% | 5.7% |
| 65Δ | 8.26 | 118.3% | 8.8% | 9.96 | 62.2% | 3.6% |
| 70Δ | 7.93 | 126.5% | 7.9% | 10.53 | 68.2% | 2.8% |
| 75Δ | 7.61 | 134.6% | 6.9% | 11.17 | 76.2% | 2.3% |
| 80Δ | 6.87 | 159.6% | 6.0% | 11.80 | 84.3% | 1.8% |
No recorded observations