Share price$10.29
1D-2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:51:55.809Z
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 · 2026-10-22T14:43:01.475479448Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 12.69 | 105.3% | 28.6% | 9.32 | 108.5% | 17.9% |
| 35Δ | 12.26 | 105.4% | 26.0% | 9.94 | 108.8% | 16.5% |
| 40Δ | 11.83 | 105.6% | 23.4% | 10.56 | 109.0% | 15.1% |
| 45Δ | 11.40 | 105.7% | 20.7% | 11.17 | 109.3% | 13.7% |
| 50Δ | 10.97 | 105.9% | 18.1% | 11.79 | 109.5% | 12.3% |
| 55Δ | 10.54 | 106.0% | 15.5% | 12.41 | 109.8% | 10.8% |
| 60Δ | 10.10 | 106.2% | 12.9% | 13.02 | 110.0% | 9.4% |
| 65Δ | 9.67 | 106.3% | 10.3% | 13.64 | 110.2% | 8.0% |
| 70Δ | 9.24 | 106.4% | 7.6% | 14.26 | 110.5% | 6.6% |
| 75Δ | 8.80 | 106.9% | 5.6% | 14.88 | 110.7% | 5.2% |
| 80Δ | 8.35 | 107.7% | 4.3% | 15.49 | 111.0% | 3.8% |
No recorded observations