Share price$11.27
1D+2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:35:02.312Z
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 · 2026-10-22T16:34:55.308333697Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.69 | 71.3% | 23.6% | 9.53 | 80.5% | 18.2% |
| 25Δ | 13.28 | 72.8% | 20.7% | 10.01 | 76.0% | 14.7% |
| 30Δ | 12.88 | 73.1% | 17.9% | 10.32 | 75.2% | 13.0% |
| 35Δ | 12.49 | 70.6% | 15.1% | 10.64 | 74.4% | 11.2% |
| 40Δ | 12.10 | 68.2% | 12.3% | 10.95 | 73.6% | 9.5% |
| 45Δ | 11.79 | 68.3% | 10.7% | 11.24 | 72.6% | 8.2% |
| 50Δ | 11.51 | 69.5% | 9.4% | 11.53 | 71.5% | 7.0% |
| 55Δ | 11.24 | 70.6% | 8.1% | 11.82 | 70.4% | 5.8% |
| 60Δ | 10.95 | 72.1% | 6.8% | 12.15 | 71.1% | 4.8% |
| 65Δ | 10.60 | 76.3% | 6.0% | 12.59 | 75.1% | 4.1% |
| 70Δ | 10.26 | 80.5% | 5.2% | 13.02 | 79.1% | 3.4% |
| 75Δ | 9.90 | 83.6% | 4.3% | 13.64 | 83.2% | 2.7% |
| 80Δ | 9.50 | 83.5% | 3.3% | 14.34 | 86.8% | 2.1% |
No recorded observations