Share price$9.31
1D+9.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:53:41.448Z
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 · 2026-10-22T20:34:59.723234528Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.52 | 112.3% | 23.3% | |||
| 25Δ | 13.10 | 137.9% | 45.5% | 7.85 | 108.0% | 21.0% |
| 30Δ | 14.34 | 182.0% | 61.2% | 8.18 | 103.8% | 18.7% |
| 35Δ | 12.43 | 135.7% | 40.1% | 8.51 | 99.6% | 16.3% |
| 40Δ | 10.53 | 89.4% | 18.9% | 8.83 | 95.4% | 14.0% |
| 45Δ | 9.79 | 78.0% | 12.2% | 9.16 | 91.2% | 11.7% |
| 50Δ | 9.49 | 80.1% | 11.0% | 9.49 | 87.0% | 9.4% |
| 55Δ | 9.19 | 82.2% | 9.7% | 9.82 | 82.8% | 7.0% |
| 60Δ | 8.89 | 84.3% | 8.5% | 10.46 | 86.7% | 5.5% |
| 65Δ | 8.60 | 86.4% | 7.3% | 11.48 | 100.8% | 4.9% |
| 70Δ | 8.30 | 88.5% | 6.1% | 12.50 | 114.9% | 4.3% |
| 75Δ | 8.00 | 90.7% | 4.9% | 13.53 | 129.0% | 3.7% |
| 80Δ | 7.70 | 92.8% | 3.7% | 14.55 | 143.1% | 3.1% |
No recorded observations