Share price$9.63
1D+4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:06:39.874Z
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 | 212.8% | 36.7% | |||
| 25Δ | 7.70 | 170.2% | 28.7% | |||
| 30Δ | 15.45 | 204.6% | 68.7% | 8.09 | 152.1% | 24.7% |
| 35Δ | 12.67 | 157.7% | 39.9% | 8.48 | 133.9% | 20.7% |
| 40Δ | 11.68 | 133.5% | 29.7% | 8.88 | 115.8% | 16.7% |
| 45Δ | 10.81 | 110.9% | 20.7% | 9.27 | 97.6% | 12.7% |
| 50Δ | 9.94 | 92.2% | 12.3% | 9.66 | 79.5% | 8.7% |
| 55Δ | 9.14 | 122.1% | 11.3% | 10.12 | 67.2% | 5.3% |
| 60Δ | 8.34 | 152.0% | 10.2% | 10.92 | 89.3% | 5.3% |
| 65Δ | 7.54 | 181.9% | 9.1% | 11.73 | 111.4% | 5.4% |
| 70Δ | 6.74 | 211.9% | 8.0% | 12.54 | 132.7% | 5.5% |
| 75Δ | 5.95 | 241.8% | 6.9% | 13.48 | 134.2% | 4.3% |
| 80Δ | 5.15 | 271.7% | 5.9% | 14.42 | 135.6% | 3.1% |
No recorded observations