Share price$10.50
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:28.642Z
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 · 2026-10-22T22:18:13.130431513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.06 | 98.7% | 36.7% | 8.57 | 89.4% | 22.0% |
| 25Δ | 13.36 | 97.8% | 30.9% | 8.99 | 88.5% | 19.0% |
| 30Δ | 12.66 | 96.9% | 25.1% | 9.42 | 87.7% | 16.0% |
| 35Δ | 12.20 | 97.1% | 22.0% | 9.84 | 86.8% | 13.0% |
| 40Δ | 11.80 | 97.5% | 19.6% | 10.23 | 86.7% | 11.2% |
| 45Δ | 11.40 | 97.9% | 17.2% | 10.59 | 87.0% | 9.9% |
| 50Δ | 11.01 | 98.3% | 14.9% | 10.95 | 87.2% | 8.7% |
| 55Δ | 10.61 | 98.7% | 12.5% | 11.31 | 87.5% | 7.5% |
| 60Δ | 10.22 | 99.2% | 10.1% | 11.68 | 87.8% | 6.3% |
| 65Δ | 9.80 | 99.2% | 8.2% | 12.04 | 88.0% | 5.1% |
| 70Δ | 9.37 | 98.9% | 6.9% | 12.40 | 88.3% | 3.9% |
| 75Δ | 8.93 | 98.6% | 5.7% | 14.27 | 107.2% | 3.2% |
| 80Δ | 8.50 | 98.3% | 4.4% | 16.69 | 132.9% | 2.6% |
No recorded observations