Share price$9.52
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:11.564Z
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 · 2026-10-22T20:00:00.210989563Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.98 | 151.8% | 61.3% | 7.62 | 117.9% | 24.5% |
| 25Δ | 12.42 | 111.1% | 34.5% | 8.04 | 117.9% | 22.1% |
| 30Δ | 11.77 | 98.4% | 27.9% | 8.45 | 118.0% | 19.8% |
| 35Δ | 11.11 | 85.7% | 21.4% | 8.86 | 118.0% | 17.5% |
| 40Δ | 10.46 | 73.0% | 14.8% | 9.27 | 118.1% | 15.1% |
| 45Δ | 9.90 | 65.8% | 10.0% | 9.68 | 118.1% | 12.8% |
| 50Δ | 9.59 | 71.3% | 9.2% | 10.13 | 118.7% | 10.7% |
| 55Δ | 9.27 | 76.8% | 8.3% | 10.70 | 121.5% | 9.4% |
| 60Δ | 8.95 | 82.3% | 7.4% | 11.26 | 124.2% | 8.1% |
| 65Δ | 8.63 | 87.8% | 6.6% | 11.83 | 126.9% | 6.7% |
| 70Δ | 8.32 | 93.3% | 5.7% | 12.40 | 129.7% | 5.4% |
| 75Δ | 8.00 | 98.8% | 4.8% | 13.78 | 137.7% | 4.3% |
| 80Δ | 7.68 | 104.3% | 4.0% | 15.33 | 146.9% | 3.3% |
No recorded observations