Share price$9.92
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:47.004Z
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 · 2026-10-22T22:30:00.004107334Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.58 | 167.8% | 71.4% | 7.98 | 115.9% | 23.9% |
| 25Δ | 13.25 | 119.9% | 37.9% | 8.60 | 92.3% | 17.6% |
| 30Δ | 11.86 | 90.1% | 23.6% | 9.07 | 73.1% | 12.7% |
| 35Δ | 11.21 | 62.4% | 16.0% | 9.29 | 61.7% | 10.2% |
| 40Δ | 10.56 | 34.8% | 8.4% | 9.51 | 50.3% | 7.8% |
| 45Δ | 9.99 | 11.1% | 1.8% | 9.73 | 38.9% | 5.3% |
| 50Δ | 9.89 | 11.7% | 1.6% | 9.95 | 27.5% | 2.8% |
| 55Δ | 9.80 | 12.4% | 1.5% | 10.20 | 27.1% | 2.0% |
| 60Δ | 9.70 | 13.1% | 1.3% | 10.45 | 30.1% | 1.8% |
| 65Δ | 9.61 | 13.7% | 1.1% | 10.70 | 33.1% | 1.5% |
| 70Δ | 9.52 | 14.4% | 1.0% | 10.96 | 36.1% | 1.3% |
| 75Δ | 9.42 | 15.0% | 0.8% | 11.21 | 39.1% | 1.0% |
| 80Δ | 9.33 | 15.7% | 0.6% | 11.47 | 42.1% | 0.7% |
No recorded observations