Share price$11.28
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:07:06.432Z
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 · 2026-10-22T23:00:00.002502996Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.78 | 74.4% | 24.3% | 9.41 | 90.6% | 19.7% |
| 25Δ | 13.32 | 74.6% | 20.9% | 9.90 | 86.1% | 16.3% |
| 30Δ | 12.90 | 74.8% | 17.9% | 10.28 | 80.1% | 13.6% |
| 35Δ | 12.55 | 74.6% | 15.7% | 10.63 | 73.8% | 11.1% |
| 40Δ | 12.19 | 74.5% | 13.4% | 10.98 | 67.4% | 8.6% |
| 45Δ | 11.87 | 74.6% | 11.5% | 11.26 | 67.6% | 7.5% |
| 50Δ | 11.57 | 75.2% | 10.0% | 11.54 | 68.4% | 6.6% |
| 55Δ | 11.27 | 75.7% | 8.6% | 11.82 | 69.1% | 5.6% |
| 60Δ | 10.96 | 76.5% | 7.2% | 12.15 | 70.9% | 4.7% |
| 65Δ | 10.62 | 79.2% | 6.2% | 12.57 | 74.9% | 4.0% |
| 70Δ | 10.28 | 81.9% | 5.2% | 12.99 | 78.8% | 3.4% |
| 75Δ | 9.93 | 84.1% | 4.2% | 13.54 | 80.9% | 2.7% |
| 80Δ | 9.53 | 83.6% | 3.2% | 14.11 | 83.0% | 1.9% |
No recorded observations