Share price$9.27
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:52.621Z
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 · 2026-10-23T00:00:05.112144842Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.58 | 107.4% | 38.6% | 7.92 | 76.7% | 17.2% |
| 25Δ | 11.70 | 99.1% | 29.9% | 8.23 | 80.8% | 15.5% |
| 30Δ | 11.10 | 94.8% | 24.2% | 8.49 | 87.9% | 14.5% |
| 35Δ | 10.66 | 91.5% | 20.3% | 8.75 | 95.1% | 13.6% |
| 40Δ | 10.25 | 88.4% | 16.7% | 9.01 | 102.0% | 12.6% |
| 45Δ | 9.88 | 86.3% | 13.9% | 9.38 | 104.4% | 11.2% |
| 50Δ | 9.59 | 85.8% | 12.0% | 9.75 | 106.8% | 9.8% |
| 55Δ | 9.30 | 85.3% | 10.1% | 10.14 | 108.7% | 8.4% |
| 60Δ | 9.01 | 84.8% | 8.2% | 10.57 | 109.5% | 7.2% |
| 65Δ | 8.72 | 84.0% | 6.9% | 11.01 | 110.4% | 5.9% |
| 70Δ | 8.44 | 83.1% | 5.6% | 11.63 | 114.5% | 4.9% |
| 75Δ | 8.16 | 82.2% | 4.3% | 12.32 | 117.8% | 3.8% |
| 80Δ | 7.86 | 80.4% | 3.2% | 13.40 | 126.9% | 2.9% |
No recorded observations