Share price$10.30
1D-1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:41:29.347Z
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 · 2026-10-23T17:41:06.096891889Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.87 | 180.2% | 78.0% | 7.63 | 176.9% | 32.8% |
| 25Δ | 16.50 | 178.6% | 66.1% | 8.40 | 170.6% | 27.7% |
| 30Δ | 15.12 | 177.1% | 54.2% | 9.02 | 172.1% | 24.4% |
| 35Δ | 14.11 | 175.6% | 46.0% | 9.64 | 173.6% | 21.7% |
| 40Δ | 13.13 | 174.2% | 38.2% | 10.29 | 175.7% | 19.2% |
| 45Δ | 11.97 | 155.5% | 27.7% | 10.97 | 178.3% | 16.8% |
| 50Δ | 11.39 | 159.5% | 24.4% | 11.71 | 179.9% | 14.7% |
| 55Δ | 10.80 | 161.4% | 20.8% | 12.47 | 180.2% | 12.6% |
| 60Δ | 10.19 | 158.8% | 17.0% | 13.35 | 182.0% | 10.7% |
| 65Δ | 9.60 | 158.5% | 13.9% | 14.48 | 187.7% | 9.0% |
| 70Δ | 9.04 | 159.1% | 11.1% | 15.67 | 189.7% | 7.3% |
| 75Δ | 8.48 | 155.3% | 8.5% | 17.14 | 193.1% | 5.7% |
| 80Δ | 7.92 | 151.5% | 6.1% | 18.75 | 193.1% | 4.1% |
No recorded observations