Share price$10.66
1D-10.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:56:41.076Z
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 · 2026-10-22T22:30:04.995738283Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.73 | 391.6% | 50.9% | |||
| 25Δ | 8.73 | 324.7% | 41.5% | |||
| 30Δ | 9.46 | 260.5% | 32.6% | |||
| 35Δ | 10.10 | 203.5% | 24.4% | |||
| 40Δ | 10.83 | 197.3% | 21.0% | |||
| 45Δ | 19.78 | 351.7% | 106.2% | 11.34 | 180.4% | 17.4% |
| 50Δ | 16.62 | 332.2% | 78.8% | 11.79 | 160.3% | 13.8% |
| 55Δ | 13.16 | 277.4% | 47.0% | 12.30 | 148.4% | 11.0% |
| 60Δ | 11.17 | 227.1% | 28.3% | 12.86 | 143.9% | 9.0% |
| 65Δ | 10.04 | 188.4% | 17.7% | 13.59 | 143.9% | 7.4% |
| 70Δ | 9.44 | 159.9% | 12.1% | 14.16 | 139.3% | 5.9% |
| 75Δ | 8.87 | 138.3% | 7.5% | 14.50 | 127.7% | 4.4% |
| 80Δ | 8.30 | 138.1% | 5.6% | 14.84 | 116.2% | 2.9% |
No recorded observations