Share price$10.66
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:52:13.267Z
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 · 2026-10-23T20:21:44.053542021Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.91 | 172.2% | 72.4% | 7.97 | 178.9% | 32.4% |
| 25Δ | 16.44 | 170.2% | 59.9% | 8.64 | 181.1% | 28.9% |
| 30Δ | 15.16 | 166.6% | 49.3% | 9.32 | 182.3% | 25.6% |
| 35Δ | 14.12 | 163.9% | 41.0% | 9.99 | 181.9% | 22.4% |
| 40Δ | 13.25 | 161.6% | 34.4% | 10.67 | 180.0% | 19.5% |
| 45Δ | 12.49 | 160.6% | 29.1% | 11.36 | 179.0% | 16.9% |
| 50Δ | 11.80 | 160.3% | 24.5% | 12.09 | 179.0% | 14.6% |
| 55Δ | 11.16 | 160.4% | 20.6% | 12.89 | 180.0% | 12.6% |
| 60Δ | 10.55 | 161.4% | 17.3% | 13.58 | 174.4% | 10.4% |
| 65Δ | 9.95 | 162.4% | 14.2% | 14.41 | 172.1% | 8.4% |
| 70Δ | 9.34 | 161.6% | 11.4% | 15.97 | 185.2% | 7.1% |
| 75Δ | 8.74 | 159.9% | 8.8% | 17.58 | 190.7% | 5.6% |
| 80Δ | 8.14 | 157.1% | 6.4% | 19.23 | 191.2% | 4.1% |
No recorded observations