Share price$12.25
1D+5.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:09:14.077Z
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 · 2026-10-22T20:10:00.001090275Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.72 | 157.1% | 65.0% | 10.13 | 93.2% | 20.6% |
| 25Δ | 16.89 | 120.5% | 41.9% | 10.50 | 86.9% | 18.1% |
| 30Δ | 15.94 | 105.3% | 34.3% | 10.88 | 80.6% | 15.6% |
| 35Δ | 14.99 | 90.1% | 26.7% | 11.26 | 74.2% | 13.1% |
| 40Δ | 14.03 | 74.9% | 19.1% | 11.63 | 67.9% | 10.6% |
| 45Δ | 13.08 | 59.7% | 11.6% | 12.01 | 61.6% | 8.2% |
| 50Δ | 12.38 | 55.2% | 5.7% | |||
| 55Δ | 13.67 | 74.8% | 5.1% | |||
| 60Δ | 15.36 | 105.9% | 5.4% | |||
| 65Δ | 17.06 | 137.0% | 5.6% | |||
| 70Δ | 18.75 | 168.1% | 5.9% | |||
| 75Δ | 16.31 | 117.8% | 3.8% | |||
| 80Δ | ||||||
No recorded observations