Share price$9.34
1D+8.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T18:38:26.461Z
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 · 2026-10-23T16:19:39.045478189Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 13.63 | 174.4% | 53.3% | |||
| 35Δ | 12.71 | 173.0% | 45.0% | |||
| 40Δ | 11.85 | 171.5% | 37.5% | 9.25 | 164.2% | 18.3% |
| 45Δ | 11.17 | 170.1% | 32.1% | 9.75 | 158.1% | 15.5% |
| 50Δ | 10.49 | 168.7% | 26.8% | 10.33 | 158.1% | 13.3% |
| 55Δ | 9.85 | 168.5% | 22.0% | 11.00 | 164.2% | 11.7% |
| 60Δ | 9.30 | 171.5% | 18.7% | 11.60 | 161.2% | 9.7% |
| 65Δ | 8.74 | 174.4% | 15.6% | 12.30 | 160.7% | 8.0% |
| 70Δ | 8.17 | 177.0% | 12.7% | 13.20 | 163.8% | 6.5% |
| 75Δ | 7.53 | 187.0% | 10.5% | 14.14 | 162.4% | 5.0% |
| 80Δ | 6.86 | 198.0% | 8.4% | 15.06 | 160.5% | 3.5% |
No recorded observations