Share price$9.76
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:38.112Z
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 · 2026-10-22T23:00:00.001993043Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.09 | 194.3% | 90.1% | 6.24 | 191.8% | 40.6% |
| 25Δ | 16.56 | 179.9% | 75.4% | 6.81 | 170.5% | 35.1% |
| 30Δ | 15.35 | 163.8% | 63.6% | 7.38 | 149.2% | 29.7% |
| 35Δ | 14.13 | 147.6% | 51.9% | 7.95 | 127.8% | 24.2% |
| 40Δ | 12.91 | 131.5% | 40.1% | 8.52 | 106.5% | 18.7% |
| 45Δ | 11.70 | 115.3% | 28.3% | 9.09 | 85.2% | 13.2% |
| 50Δ | 10.48 | 99.2% | 16.6% | 9.66 | 63.8% | 7.8% |
| 55Δ | 9.73 | 99.7% | 11.3% | |||
| 60Δ | 9.27 | 111.0% | 10.4% | |||
| 65Δ | 8.82 | 122.4% | 9.4% | |||
| 70Δ | 8.37 | 133.8% | 8.4% | |||
| 75Δ | 7.91 | 145.2% | 7.4% | |||
| 80Δ | 7.39 | 161.0% | 6.5% | |||
No recorded observations