Share price$11.88
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:15.399Z
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 · 2026-10-22T14:51:20.609623395Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.37 | 61.1% | 15.2% | |||
| 25Δ | 16.51 | 130.9% | 43.6% | 10.66 | 61.3% | 13.8% |
| 30Δ | 14.34 | 90.7% | 24.8% | 10.94 | 61.4% | 12.4% |
| 35Δ | 13.34 | 68.3% | 16.1% | 11.22 | 61.6% | 11.0% |
| 40Δ | 12.46 | 49.7% | 8.7% | 11.51 | 61.7% | 9.6% |
| 45Δ | 12.20 | 50.4% | 7.9% | 11.79 | 61.9% | 8.1% |
| 50Δ | 11.95 | 51.1% | 7.2% | 12.08 | 62.0% | 6.7% |
| 55Δ | 11.69 | 51.8% | 6.4% | 12.36 | 62.1% | 5.3% |
| 60Δ | 11.44 | 52.5% | 5.6% | 13.46 | 83.2% | 5.0% |
| 65Δ | 11.18 | 53.2% | 4.8% | 15.32 | 123.9% | 5.7% |
| 70Δ | 10.92 | 53.9% | 4.1% | 17.19 | 164.7% | 6.4% |
| 75Δ | 10.67 | 54.7% | 3.3% | 15.32 | 105.0% | 3.4% |
| 80Δ | 10.41 | 55.4% | 2.5% | 16.97 | 113.6% | 2.6% |
No recorded observations