Share price$12.66
1D-8.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:24:51.985Z
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 · 2026-10-22T23:00:00.003310042Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.90 | 80.2% | 27.8% | 10.18 | 111.3% | 23.6% |
| 25Δ | 24.91 | 236.6% | 104.1% | 10.68 | 101.6% | 20.1% |
| 30Δ | 22.98 | 211.0% | 89.0% | 11.19 | 91.8% | 16.7% |
| 35Δ | 21.04 | 185.3% | 74.0% | 11.69 | 82.0% | 13.3% |
| 40Δ | 19.11 | 159.7% | 58.9% | 12.20 | 72.2% | 9.8% |
| 45Δ | 17.18 | 134.0% | 43.8% | |||
| 50Δ | 15.24 | 108.4% | 28.8% | |||
| 55Δ | 13.31 | 82.7% | 13.7% | |||
| 60Δ | 12.22 | 75.8% | 7.0% | |||
| 65Δ | 11.74 | 82.4% | 6.2% | |||
| 70Δ | 11.26 | 88.9% | 5.4% | |||
| 75Δ | 10.78 | 95.4% | 4.6% | |||
| 80Δ | 10.30 | 101.9% | 3.8% | |||
No recorded observations