Share price$11.58
1D+4.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:31:09.374Z
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 · 2026-10-22T19:30:14.577149415Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.63 | 117.4% | 46.6% | 10.39 | 50.5% | 12.8% |
| 25Δ | 13.71 | 62.0% | 20.5% | 10.63 | 51.8% | 11.8% |
| 30Δ | 12.38 | 39.6% | 9.3% | 10.88 | 53.2% | 10.7% |
| 35Δ | 12.17 | 40.6% | 8.6% | 11.12 | 54.5% | 9.7% |
| 40Δ | 11.96 | 41.5% | 7.9% | 11.37 | 55.8% | 8.6% |
| 45Δ | 11.75 | 42.4% | 7.2% | 11.62 | 57.2% | 7.5% |
| 50Δ | 11.54 | 43.4% | 6.5% | 11.86 | 58.5% | 6.5% |
| 55Δ | 11.34 | 44.3% | 5.7% | 12.11 | 59.9% | 5.4% |
| 60Δ | 11.13 | 45.3% | 5.0% | 12.35 | 61.2% | 4.4% |
| 65Δ | 10.92 | 46.2% | 4.3% | |||
| 70Δ | 10.71 | 47.1% | 3.6% | |||
| 75Δ | 10.50 | 48.1% | 2.9% | |||
| 80Δ | 10.29 | 49.0% | 2.2% | |||
No recorded observations