Share price$12.76
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:13.985Z
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 · 2026-10-22T20:00:04.894692849Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.91 | 129.9% | 51.5% | 10.13 | 123.7% | 25.3% |
| 25Δ | 17.14 | 115.6% | 38.4% | 10.70 | 122.0% | 22.5% |
| 30Δ | 16.46 | 107.8% | 33.6% | 11.28 | 120.2% | 19.7% |
| 35Δ | 15.77 | 100.1% | 28.9% | 11.85 | 118.5% | 16.9% |
| 40Δ | 15.09 | 92.3% | 24.1% | 12.42 | 116.8% | 14.2% |
| 45Δ | 14.40 | 84.5% | 19.4% | 12.96 | 115.1% | 12.4% |
| 50Δ | 13.72 | 76.8% | 14.6% | 13.49 | 113.4% | 10.7% |
| 55Δ | 13.03 | 69.0% | 9.9% | 14.02 | 111.7% | 9.0% |
| 60Δ | 12.33 | 66.3% | 6.1% | 14.55 | 110.0% | 7.4% |
| 65Δ | 11.57 | 81.4% | 5.5% | 15.12 | 108.8% | 5.8% |
| 70Δ | 10.82 | 96.6% | 4.9% | 15.96 | 110.5% | 4.8% |
| 75Δ | 10.06 | 111.7% | 4.3% | 16.79 | 112.3% | 3.7% |
| 80Δ | 9.30 | 126.9% | 3.7% | 17.87 | 116.5% | 2.7% |
No recorded observations