Share price$9.59
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:03.053Z
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 · 2026-10-22T23:00:00.00373069Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.63 | 117.4% | 24.7% | |||
| 25Δ | 12.36 | 105.4% | 32.7% | 8.00 | 111.2% | 21.9% |
| 30Δ | 11.80 | 97.2% | 27.4% | 8.36 | 105.1% | 19.2% |
| 35Δ | 11.25 | 89.0% | 22.2% | 8.72 | 99.0% | 16.4% |
| 40Δ | 10.69 | 80.8% | 17.0% | 9.08 | 92.8% | 13.7% |
| 45Δ | 10.13 | 72.6% | 11.8% | 9.44 | 86.7% | 10.9% |
| 50Δ | 9.79 | 70.6% | 9.7% | 9.80 | 80.6% | 8.2% |
| 55Δ | 9.51 | 70.7% | 8.7% | 10.19 | 78.0% | 6.3% |
| 60Δ | 9.23 | 70.7% | 7.6% | 10.61 | 79.9% | 5.5% |
| 65Δ | 8.95 | 70.8% | 6.6% | 11.03 | 81.8% | 4.6% |
| 70Δ | 8.67 | 70.8% | 5.6% | 11.46 | 83.7% | 3.8% |
| 75Δ | 8.39 | 70.9% | 4.5% | 11.88 | 85.5% | 2.9% |
| 80Δ | 8.12 | 70.9% | 3.5% | 12.30 | 87.4% | 2.1% |
No recorded observations