Share price$10.10
1D+3.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:06:31.523Z
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 · 2026-10-22T16:05:00.519309165Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.09 | 159.2% | 72.9% | 8.14 | 88.9% | 22.1% |
| 25Δ | 16.14 | 142.2% | 63.6% | 8.53 | 79.6% | 18.5% |
| 30Δ | 15.20 | 125.2% | 54.4% | 8.93 | 70.3% | 15.0% |
| 35Δ | 14.26 | 108.3% | 45.1% | 9.33 | 61.1% | 11.4% |
| 40Δ | 13.32 | 91.3% | 35.8% | 9.73 | 51.8% | 7.9% |
| 45Δ | 12.37 | 74.3% | 26.6% | 10.11 | 46.8% | 5.3% |
| 50Δ | 11.43 | 57.3% | 17.3% | 10.44 | 51.1% | 4.8% |
| 55Δ | 10.49 | 40.3% | 8.0% | 10.78 | 55.3% | 4.3% |
| 60Δ | 11.12 | 59.5% | 3.8% | |||
| 65Δ | 11.45 | 63.7% | 3.3% | |||
| 70Δ | 11.79 | 68.0% | 2.8% | |||
| 75Δ | 12.13 | 72.2% | 2.3% | |||
| 80Δ | 12.46 | 76.4% | 1.8% | |||
No recorded observations