Share price$10.45
1D-0.9%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:51.457Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:50.311427431Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:51.041594+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.04 | 83.9% | 6.4% | 9.79 | 102.6% | 7.1% |
| 25Δ | 10.93 | 82.0% | 5.5% | 10.02 | 87.9% | 5.1% |
| 30Δ | 10.83 | 79.9% | 4.8% | 10.11 | 86.4% | 4.6% |
| 35Δ | 10.74 | 77.9% | 4.1% | 10.19 | 85.0% | 4.0% |
| 40Δ | 10.64 | 75.9% | 3.4% | 10.28 | 83.6% | 3.5% |
| 45Δ | 10.54 | 73.9% | 2.8% | 10.37 | 82.2% | 2.9% |
| 50Δ | 10.44 | 78.1% | 2.4% | 10.46 | 80.7% | 2.3% |
| 55Δ | 10.34 | 87.9% | 2.2% | 10.65 | 92.6% | 2.1% |
| 60Δ | 10.23 | 97.8% | 2.1% | 10.93 | 115.0% | 2.0% |
| 65Δ | 10.12 | 107.6% | 1.9% | 11.20 | 137.4% | 1.9% |
| 70Δ | 10.01 | 117.4% | 1.7% | 11.48 | 159.7% | 1.8% |
| 75Δ | 9.40 | 164.3% | 1.5% | 11.76 | 182.1% | 1.7% |
| 80Δ | 8.71 | 216.4% | 1.3% | 11.86 | 182.9% | 1.5% |
| Date | IV |
|---|---|
| 70.26% | |
| 68.13% |