Share price$10.18
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:09:23.730Z
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 · 2026-10-23T20:00:00.181611964Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.46 | 142.8% | 55.5% | 7.92 | 127.1% | 26.7% |
| 25Δ | 13.81 | 123.4% | 40.0% | 8.39 | 117.1% | 22.8% |
| 30Δ | 12.50 | 108.3% | 27.7% | 8.87 | 107.1% | 19.0% |
| 35Δ | 12.06 | 106.1% | 24.5% | 9.35 | 97.1% | 15.1% |
| 40Δ | 11.62 | 104.0% | 21.4% | 9.82 | 87.1% | 11.3% |
| 45Δ | 11.18 | 101.8% | 18.2% | 10.26 | 85.1% | 9.2% |
| 50Δ | 10.74 | 99.7% | 15.1% | 10.67 | 87.7% | 8.2% |
| 55Δ | 10.30 | 97.6% | 11.9% | 11.08 | 90.4% | 7.2% |
| 60Δ | 9.85 | 97.8% | 9.4% | 11.48 | 93.0% | 6.2% |
| 65Δ | 9.40 | 102.8% | 8.2% | 11.89 | 95.7% | 5.2% |
| 70Δ | 8.94 | 107.8% | 7.0% | 12.30 | 98.4% | 4.2% |
| 75Δ | 8.48 | 112.9% | 5.8% | 13.02 | 103.1% | 3.3% |
| 80Δ | 8.03 | 117.9% | 4.5% | 14.02 | 109.9% | 2.5% |
No recorded observations