Share price$10.76
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:49.837Z
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 · 2026-10-22T23:00:00.001774386Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.93 | 132.3% | 51.5% | 8.25 | 141.1% | 28.9% |
| 25Δ | 13.55 | 93.9% | 29.2% | 8.84 | 137.0% | 25.1% |
| 30Δ | 12.38 | 73.3% | 18.6% | 9.44 | 132.8% | 21.2% |
| 35Δ | 12.13 | 69.9% | 16.8% | 10.03 | 128.8% | 17.4% |
| 40Δ | 11.87 | 66.4% | 15.0% | 10.50 | 126.2% | 15.4% |
| 45Δ | 11.61 | 62.9% | 13.2% | 10.97 | 123.7% | 13.5% |
| 50Δ | 11.35 | 59.4% | 11.4% | 11.44 | 121.2% | 11.5% |
| 55Δ | 11.10 | 56.0% | 9.6% | 11.90 | 118.7% | 9.6% |
| 60Δ | 10.84 | 52.5% | 7.9% | 12.37 | 116.1% | 7.6% |
| 65Δ | 10.58 | 49.0% | 6.1% | 13.52 | 125.4% | 6.4% |
| 70Δ | 10.32 | 45.5% | 4.3% | 14.91 | 138.9% | 5.5% |
| 75Δ | 10.07 | 42.1% | 2.5% | 16.30 | 152.4% | 4.6% |
| 80Δ | 9.26 | 65.7% | 2.1% | 17.70 | 163.4% | 3.6% |
No recorded observations