Share price$9.68
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T11:17:26.250Z
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 · 2026-10-22T10:07:40.341291869Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.84 | 164.8% | 77.8% | 7.89 | 76.0% | 20.5% |
| 25Δ | 15.39 | 139.5% | 62.8% | 8.13 | 70.3% | 18.4% |
| 30Δ | 13.93 | 114.3% | 47.8% | 8.37 | 64.7% | 16.2% |
| 35Δ | 12.48 | 89.0% | 32.8% | 8.60 | 59.0% | 14.0% |
| 40Δ | 11.03 | 63.7% | 17.8% | 8.84 | 53.3% | 11.9% |
| 45Δ | 9.91 | 48.4% | 7.0% | 9.08 | 47.7% | 9.7% |
| 50Δ | 9.59 | 56.9% | 6.6% | 9.31 | 42.0% | 7.6% |
| 55Δ | 9.28 | 65.4% | 6.1% | 9.55 | 36.3% | 5.4% |
| 60Δ | 8.96 | 73.9% | 5.7% | 9.79 | 30.7% | 3.3% |
| 65Δ | 8.65 | 82.5% | 5.2% | 10.45 | 29.8% | 1.3% |
| 70Δ | 8.34 | 91.0% | 4.8% | 15.05 | 72.5% | 1.2% |
| 75Δ | 8.02 | 99.5% | 4.3% | 19.65 | 115.3% | 1.1% |
| 80Δ | 7.71 | 108.0% | 3.9% | 24.25 | 158.0% | 1.0% |
No recorded observations