Share price$10.68
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:23.217Z
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 · 2026-10-22T22:30:05.741167443Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.08 | 120.0% | 44.5% | 8.49 | 122.2% | 25.2% |
| 25Δ | 14.07 | 112.2% | 35.7% | 9.02 | 121.4% | 21.7% |
| 30Δ | 13.08 | 104.7% | 27.3% | 9.50 | 114.8% | 18.4% |
| 35Δ | 12.55 | 104.1% | 23.4% | 9.98 | 108.3% | 15.2% |
| 40Δ | 12.05 | 104.0% | 20.0% | 10.39 | 107.8% | 13.3% |
| 45Δ | 11.61 | 103.3% | 17.2% | 10.80 | 107.5% | 11.5% |
| 50Δ | 11.18 | 102.4% | 14.4% | 11.24 | 108.5% | 9.9% |
| 55Δ | 10.77 | 102.2% | 12.2% | 11.72 | 110.6% | 8.6% |
| 60Δ | 10.38 | 102.3% | 10.3% | 12.19 | 111.2% | 7.2% |
| 65Δ | 9.99 | 102.5% | 8.4% | 12.67 | 109.5% | 5.9% |
| 70Δ | 9.60 | 101.2% | 6.8% | 13.22 | 109.2% | 4.7% |
| 75Δ | 9.21 | 99.9% | 5.2% | 13.94 | 111.9% | 3.6% |
| 80Δ | 8.75 | 101.2% | 3.9% | 14.89 | 116.0% | 2.7% |
No recorded observations