Share price$10.15
1D+6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:05:33.866Z
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 · 2026-10-22T23:03:27.33501568Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.61 | 103.3% | 36.9% | 8.10 | 120.3% | 24.7% |
| 25Δ | 13.03 | 106.2% | 32.3% | 8.57 | 120.0% | 21.7% |
| 30Δ | 12.30 | 99.5% | 25.8% | 9.03 | 119.8% | 18.8% |
| 35Δ | 11.73 | 95.2% | 21.1% | 9.47 | 121.4% | 16.8% |
| 40Δ | 11.29 | 93.1% | 17.7% | 9.91 | 123.0% | 14.7% |
| 45Δ | 10.88 | 91.9% | 14.8% | 10.35 | 122.6% | 12.8% |
| 50Δ | 10.54 | 92.6% | 12.9% | 10.80 | 121.6% | 10.9% |
| 55Δ | 10.20 | 93.3% | 11.0% | 11.40 | 127.6% | 9.6% |
| 60Δ | 9.87 | 92.7% | 9.2% | 12.20 | 140.8% | 8.8% |
| 65Δ | 9.55 | 90.1% | 7.5% | 13.33 | 156.7% | 7.9% |
| 70Δ | 9.23 | 87.6% | 5.9% | 14.78 | 170.5% | 6.7% |
| 75Δ | 8.92 | 84.2% | 4.4% | 15.73 | 168.0% | 5.1% |
| 80Δ | 8.65 | 78.7% | 3.4% | |||
No recorded observations