Share price$9.74
1D+3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:17.984Z
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 · 2026-10-22T23:00:00.003973987Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.74 | 134.8% | 54.7% | 7.70 | 119.8% | 25.3% |
| 25Δ | 13.86 | 120.1% | 46.1% | 8.09 | 113.4% | 22.3% |
| 30Δ | 12.99 | 105.3% | 37.4% | 8.48 | 106.9% | 19.4% |
| 35Δ | 12.11 | 90.6% | 28.8% | 8.87 | 100.5% | 16.4% |
| 40Δ | 11.24 | 75.8% | 20.1% | 9.27 | 94.1% | 13.4% |
| 45Δ | 10.37 | 61.1% | 11.4% | 9.66 | 87.6% | 10.5% |
| 50Δ | 9.86 | 54.4% | 7.4% | 10.07 | 82.9% | 7.8% |
| 55Δ | 9.61 | 53.6% | 6.6% | 10.62 | 90.8% | 7.0% |
| 60Δ | 9.37 | 52.9% | 5.9% | 11.18 | 98.7% | 6.3% |
| 65Δ | 9.12 | 52.1% | 5.1% | 11.74 | 106.6% | 5.5% |
| 70Δ | 8.87 | 51.3% | 4.3% | 12.29 | 114.4% | 4.8% |
| 75Δ | 8.63 | 50.5% | 3.6% | 14.86 | 163.7% | 5.0% |
| 80Δ | 8.38 | 49.7% | 2.8% | 17.45 | 186.4% | 4.0% |
No recorded observations