Share price$12.30
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:04:09.633Z
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 · 2026-10-22T20:00:01.876291819Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.88 | 68.6% | 22.9% | 10.68 | 51.9% | 15.1% |
| 25Δ | 14.46 | 64.4% | 20.0% | 10.96 | 50.2% | 13.3% |
| 30Δ | 14.04 | 60.3% | 17.0% | 11.24 | 48.4% | 11.5% |
| 35Δ | 13.63 | 56.2% | 14.1% | 11.53 | 46.7% | 9.8% |
| 40Δ | 13.21 | 52.1% | 11.1% | 11.81 | 44.9% | 8.0% |
| 45Δ | 12.79 | 47.9% | 8.1% | 12.09 | 43.2% | 6.2% |
| 50Δ | 12.37 | 48.9% | 6.0% | 12.37 | 41.4% | 4.5% |
| 55Δ | 11.96 | 61.1% | 5.9% | 13.15 | 45.7% | 3.4% |
| 60Δ | 11.54 | 73.3% | 5.7% | 14.32 | 54.9% | 3.0% |
| 65Δ | 11.13 | 85.5% | 5.5% | 15.50 | 64.1% | 2.6% |
| 70Δ | 10.72 | 97.7% | 5.4% | 16.67 | 73.3% | 2.1% |
| 75Δ | 10.30 | 109.9% | 5.2% | 17.85 | 82.5% | 1.7% |
| 80Δ | 9.54 | 140.6% | 5.4% | 19.03 | 91.7% | 1.3% |
No recorded observations