Share price$10.40
1D-1.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:51.747Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:49.886788498Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:01.517673+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.02 | 87.5% | 6.7% | 9.75 | 101.7% | 7.1% |
| 25Δ | 10.91 | 85.8% | 5.8% | 10.00 | 84.3% | 4.8% |
| 30Δ | 10.81 | 84.1% | 5.1% | 10.08 | 83.6% | 4.3% |
| 35Δ | 10.71 | 82.4% | 4.4% | 10.17 | 83.1% | 3.8% |
| 40Δ | 10.60 | 80.7% | 3.6% | 10.25 | 82.7% | 3.4% |
| 45Δ | 10.50 | 79.0% | 2.9% | 10.34 | 82.2% | 2.9% |
| 50Δ | 10.39 | 89.6% | 2.7% | 10.42 | 81.7% | 2.4% |
| 55Δ | 10.28 | 100.5% | 2.6% | 10.53 | 83.3% | 1.9% |
| 60Δ | 10.17 | 111.5% | 2.4% | 11.03 | 112.9% | 1.8% |
| 65Δ | 10.06 | 122.4% | 2.3% | 11.54 | 142.5% | 1.6% |
| 70Δ | 9.96 | 125.1% | 2.0% | 12.04 | 172.1% | 1.5% |
| 75Δ | 9.86 | 116.1% | 1.6% | 12.54 | 201.7% | 1.4% |
| 80Δ | 9.77 | 107.1% | 1.3% | 13.04 | 231.3% | 1.2% |
| Date | IV |
|---|---|
| 70.26% | |
| 68.13% |