Share price$11.02
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:49.464Z
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 · 2026-10-22T22:57:20.368023657Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.30 | 166.6% | 31.3% | |||
| 25Δ | 19.14 | 203.1% | 80.3% | 9.20 | 131.9% | 23.2% |
| 30Δ | 15.14 | 151.2% | 43.9% | 9.84 | 110.5% | 17.7% |
| 35Δ | 13.46 | 123.3% | 28.9% | 10.27 | 95.4% | 13.9% |
| 40Δ | 12.64 | 108.2% | 21.9% | 10.64 | 82.4% | 10.8% |
| 45Δ | 12.11 | 99.4% | 17.8% | 11.00 | 69.4% | 7.7% |
| 50Δ | 11.58 | 90.5% | 13.6% | 11.21 | 65.5% | 6.5% |
| 55Δ | 11.05 | 81.7% | 9.5% | 11.41 | 61.7% | 5.4% |
| 60Δ | 10.75 | 77.4% | 7.8% | 11.62 | 57.8% | 4.3% |
| 65Δ | 10.47 | 73.6% | 6.2% | 11.83 | 53.9% | 3.2% |
| 70Δ | 10.19 | 69.7% | 4.7% | |||
| 75Δ | 9.86 | 68.9% | 3.5% | |||
| 80Δ | 9.41 | 75.3% | 2.9% | |||
No recorded observations