Share price$9.63
1D+4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:57:39.711Z
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 · 2026-10-22T23:00:00.003948723Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.91 | 212.6% | 36.7% | |||
| 25Δ | 7.70 | 170.0% | 28.7% | |||
| 30Δ | 15.45 | 204.4% | 68.7% | 8.09 | 151.7% | 24.7% |
| 35Δ | 12.67 | 157.6% | 39.9% | 8.49 | 133.4% | 20.7% |
| 40Δ | 11.68 | 133.4% | 29.7% | 8.88 | 115.1% | 16.7% |
| 45Δ | 10.81 | 110.8% | 20.7% | 9.27 | 96.7% | 12.6% |
| 50Δ | 9.94 | 92.1% | 12.3% | 9.67 | 78.4% | 8.6% |
| 55Δ | 9.14 | 122.0% | 11.3% | 10.12 | 66.3% | 5.3% |
| 60Δ | 8.34 | 151.9% | 10.2% | 10.93 | 88.0% | 5.3% |
| 65Δ | 7.54 | 181.8% | 9.1% | 11.73 | 109.8% | 5.4% |
| 70Δ | 6.74 | 211.7% | 8.0% | 12.55 | 130.5% | 5.4% |
| 75Δ | 5.95 | 241.6% | 6.9% | 13.49 | 132.8% | 4.3% |
| 80Δ | 5.15 | 271.5% | 5.9% | 14.43 | 135.1% | 3.1% |
No recorded observations