Share price$12.32
1D+5.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:08.310Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:23:48.537931152Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.48 | 38.9% | 19.5% | |||
| 25Δ | 14.16 | 39.5% | 17.6% | |||
| 30Δ | 13.85 | 40.0% | 15.7% | |||
| 35Δ | 13.53 | 40.6% | 13.9% | |||
| 40Δ | 13.22 | 41.1% | 12.0% | |||
| 45Δ | 12.90 | 41.7% | 10.1% | |||
| 50Δ | 12.59 | 42.2% | 8.3% | 13.25 | 65.2% | 7.5% |
| 55Δ | 14.73 | 90.1% | 8.1% | |||
| 60Δ | 16.21 | 115.0% | 8.6% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations