Share price$13.01
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:48.167Z
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 · 2026-10-22T22:30:04.865408921Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.16 | 314.4% | 45.9% | |||
| 25Δ | 10.44 | 274.9% | 37.9% | |||
| 30Δ | 11.65 | 264.1% | 33.0% | |||
| 35Δ | 26.09 | 303.1% | 114.0% | 12.86 | 259.5% | 28.8% |
| 40Δ | 20.50 | 258.8% | 72.0% | 14.04 | 252.8% | 24.9% |
| 45Δ | 17.66 | 233.8% | 51.5% | 15.15 | 243.6% | 21.3% |
| 50Δ | 15.73 | 216.7% | 38.3% | 16.21 | 233.8% | 17.9% |
| 55Δ | 14.57 | 217.2% | 32.1% | 17.35 | 227.1% | 15.0% |
| 60Δ | 13.57 | 223.6% | 27.6% | 18.49 | 219.8% | 12.4% |
| 65Δ | 12.52 | 227.4% | 23.1% | 19.75 | 213.7% | 10.1% |
| 70Δ | 11.46 | 229.6% | 18.6% | 21.58 | 214.8% | 8.1% |
| 75Δ | 10.41 | 227.8% | 14.3% | 24.77 | 227.9% | 6.5% |
| 80Δ | 9.38 | 223.0% | 10.3% | 26.82 | 221.1% | 4.6% |
No recorded observations