Share price$9.00
1D-8.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:11:18.606Z
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 · 2026-10-22T22:30:05.264316851Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:11:16.862877+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.39 | 254.5% | 143.6% | 6.62 | 190.0% | 34.3% |
| 25Δ | 16.21 | 213.1% | 86.9% | 7.31 | 169.5% | 28.0% |
| 30Δ | 13.61 | 184.8% | 58.9% | 7.88 | 156.5% | 23.2% |
| 35Δ | 12.31 | 173.6% | 45.8% | 8.38 | 150.9% | 19.9% |
| 40Δ | 11.49 | 171.5% | 38.3% | 8.85 | 147.1% | 17.0% |
| 45Δ | 10.79 | 171.5% | 32.5% | 9.40 | 150.7% | 15.0% |
| 50Δ | 10.16 | 172.2% | 27.7% | 9.97 | 157.8% | 13.4% |
| 55Δ | 9.54 | 168.2% | 22.7% | 10.58 | 159.0% | 11.6% |
| 60Δ | 8.93 | 163.3% | 17.9% | 11.22 | 160.3% | 9.8% |
| 65Δ | 8.41 | 162.7% | 14.7% | 11.96 | 162.3% | 8.1% |
| 70Δ | 7.88 | 162.8% | 11.7% | 12.65 | 159.3% | 6.4% |
| 75Δ | 7.34 | 165.0% | 9.3% | 13.57 | 160.0% | 4.9% |
| 80Δ | 6.77 | 167.4% | 7.0% | 14.54 | 158.4% | 3.5% |
No recorded observations