Share price$11.65
1D+4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:32.076Z
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 · 2026-10-22T20:58:14.291076262Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.73 | 118.0% | 46.6% | 10.42 | 52.5% | 13.2% |
| 25Δ | 14.05 | 66.9% | 22.8% | 10.68 | 54.2% | 12.1% |
| 30Δ | 12.42 | 37.2% | 8.7% | 10.93 | 55.8% | 11.0% |
| 35Δ | 12.23 | 37.4% | 8.1% | 11.19 | 57.4% | 9.9% |
| 40Δ | 12.04 | 37.5% | 7.4% | 11.45 | 59.0% | 8.9% |
| 45Δ | 11.85 | 37.6% | 6.8% | 11.70 | 60.6% | 7.8% |
| 50Δ | 11.65 | 37.7% | 6.1% | 11.96 | 62.2% | 6.7% |
| 55Δ | 11.46 | 37.8% | 5.5% | 12.21 | 63.9% | 5.6% |
| 60Δ | 11.27 | 37.9% | 4.9% | 12.47 | 65.5% | 4.5% |
| 65Δ | 11.08 | 38.0% | 4.2% | 16.83 | 187.6% | 8.8% |
| 70Δ | 10.89 | 38.1% | 3.6% | 15.75 | 140.2% | 5.7% |
| 75Δ | 10.70 | 38.2% | 2.9% | 20.35 | 204.3% | 6.0% |
| 80Δ | 10.51 | 38.3% | 2.3% | |||
No recorded observations