Share price$11.84
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:00:48.096Z
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 · 2026-10-22T22:30:00.004282344Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.47 | 95.4% | 33.3% | 10.06 | 80.6% | 17.9% |
| 25Δ | 14.27 | 81.5% | 23.6% | 10.51 | 73.7% | 14.7% |
| 30Δ | 13.50 | 70.6% | 17.4% | 10.95 | 66.7% | 11.5% |
| 35Δ | 12.92 | 61.9% | 12.9% | 11.27 | 70.6% | 10.4% |
| 40Δ | 12.62 | 59.0% | 10.9% | 11.57 | 75.9% | 9.7% |
| 45Δ | 12.32 | 56.1% | 8.9% | 11.87 | 81.2% | 8.9% |
| 50Δ | 12.01 | 53.2% | 6.9% | 12.26 | 85.7% | 8.0% |
| 55Δ | 11.80 | 51.7% | 6.0% | 12.69 | 89.9% | 7.1% |
| 60Δ | 11.60 | 50.2% | 5.1% | 13.23 | 96.5% | 6.3% |
| 65Δ | 11.39 | 48.7% | 4.1% | 14.02 | 109.1% | 5.8% |
| 70Δ | 11.18 | 47.2% | 3.2% | 14.97 | 118.7% | 5.0% |
| 75Δ | 16.23 | 128.9% | 4.1% | |||
| 80Δ | 18.83 | 154.2% | 3.4% | |||
No recorded observations