Share price$9.31
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T18:37:49.143Z
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 · 2026-10-23T18:37:35.893602552Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.59 | 107.5% | 38.1% | 7.76 | 91.4% | 19.8% |
| 25Δ | 11.69 | 98.1% | 29.0% | 8.16 | 88.8% | 16.7% |
| 30Δ | 11.03 | 91.8% | 22.7% | 8.46 | 92.0% | 15.1% |
| 35Δ | 10.65 | 90.5% | 19.6% | 8.75 | 95.2% | 13.6% |
| 40Δ | 10.28 | 89.5% | 16.6% | 9.05 | 98.5% | 12.0% |
| 45Δ | 9.93 | 88.2% | 13.9% | 9.41 | 101.9% | 10.8% |
| 50Δ | 9.64 | 86.0% | 11.8% | 9.77 | 105.4% | 9.5% |
| 55Δ | 9.35 | 83.8% | 9.8% | 10.16 | 108.5% | 8.3% |
| 60Δ | 9.06 | 81.6% | 7.8% | 10.61 | 110.7% | 7.1% |
| 65Δ | 8.79 | 79.9% | 6.4% | 11.10 | 113.9% | 5.9% |
| 70Δ | 8.53 | 78.4% | 5.2% | 11.87 | 123.7% | 5.1% |
| 75Δ | 8.27 | 76.8% | 4.0% | 12.59 | 125.9% | 4.0% |
| 80Δ | 8.01 | 75.3% | 2.8% | 14.61 | 152.5% | 3.4% |
No recorded observations