Share price$9.86
1D-3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:02:46.909Z
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 · 2026-10-22T23:00:00.002209423Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.60 | 148.7% | 62.1% | 7.98 | 99.5% | 22.8% |
| 25Δ | 16.57 | 175.9% | 73.5% | 8.35 | 96.4% | 20.2% |
| 30Δ | 15.36 | 157.1% | 61.6% | 8.72 | 93.3% | 17.6% |
| 35Δ | 14.14 | 138.4% | 49.8% | 9.09 | 90.2% | 14.9% |
| 40Δ | 12.93 | 119.7% | 37.9% | 9.46 | 87.1% | 12.3% |
| 45Δ | 11.72 | 101.0% | 26.1% | 9.83 | 84.0% | 9.6% |
| 50Δ | 10.51 | 82.3% | 14.3% | 10.20 | 82.5% | 7.9% |
| 55Δ | 9.82 | 74.7% | 8.7% | 10.56 | 82.3% | 6.9% |
| 60Δ | 9.50 | 75.1% | 7.7% | 10.92 | 82.0% | 6.0% |
| 65Δ | 9.18 | 75.5% | 6.6% | 11.28 | 81.7% | 5.0% |
| 70Δ | 8.87 | 75.9% | 5.6% | 11.64 | 81.5% | 4.0% |
| 75Δ | 8.55 | 76.3% | 4.6% | 12.00 | 81.2% | 3.0% |
| 80Δ | 8.23 | 76.7% | 3.5% | 12.36 | 81.0% | 2.0% |
No recorded observations