Share price$10.20
1D+6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:56.055Z
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 · 2026-10-22T23:47:37.101447436Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.62 | 102.0% | 36.4% | 8.12 | 121.6% | 24.9% |
| 25Δ | 13.05 | 104.8% | 31.8% | 8.60 | 121.3% | 21.9% |
| 30Δ | 12.33 | 98.2% | 25.4% | 9.07 | 121.4% | 19.0% |
| 35Δ | 11.76 | 93.7% | 20.7% | 9.51 | 123.2% | 17.0% |
| 40Δ | 11.32 | 91.4% | 17.4% | 9.96 | 125.1% | 14.9% |
| 45Δ | 10.91 | 89.8% | 14.4% | 10.42 | 124.5% | 13.0% |
| 50Δ | 10.58 | 90.3% | 12.6% | 10.87 | 123.6% | 11.1% |
| 55Δ | 10.24 | 90.8% | 10.7% | 11.53 | 132.1% | 9.9% |
| 60Δ | 9.91 | 90.3% | 8.9% | 12.43 | 147.5% | 9.1% |
| 65Δ | 9.61 | 87.4% | 7.3% | 13.53 | 160.9% | 8.1% |
| 70Δ | 9.30 | 84.6% | 5.7% | 15.30 | 181.0% | 7.0% |
| 75Δ | 9.00 | 81.6% | 4.2% | 17.52 | 199.7% | 5.9% |
| 80Δ | 8.76 | 74.5% | 3.3% | |||
No recorded observations