Share price$9.92
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:43.087Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:25:28.826946989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 9.97 | 10.3% | 2.3% | 10.07 | 32.7% | 4.2% |
| 55Δ | 9.76 | 12.2% | 2.1% | 10.22 | 31.7% | 3.6% |
| 60Δ | 9.56 | 14.0% | 1.9% | 10.37 | 30.8% | 2.9% |
| 65Δ | 9.35 | 15.9% | 1.6% | 10.52 | 29.9% | 2.3% |
| 70Δ | 9.14 | 17.8% | 1.4% | 10.68 | 28.9% | 1.7% |
| 75Δ | 8.94 | 19.6% | 1.2% | 10.83 | 28.0% | 1.1% |
| 80Δ | 8.73 | 21.5% | 0.9% | 10.98 | 27.1% | 0.5% |
No recorded observations