Share price$12.14
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:44:36.438Z
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 · 2026-10-22T20:10:00.003690739Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.80 | 69.8% | 23.8% | 10.07 | 91.3% | 20.2% |
| 25Δ | 14.25 | 61.3% | 19.5% | 10.36 | 83.7% | 18.0% |
| 30Δ | 13.71 | 52.8% | 15.2% | 10.66 | 76.1% | 15.7% |
| 35Δ | 13.16 | 44.2% | 10.9% | 10.95 | 68.4% | 13.5% |
| 40Δ | 12.62 | 35.7% | 6.6% | 11.25 | 60.8% | 11.3% |
| 45Δ | 12.31 | 35.0% | 5.3% | 11.54 | 53.2% | 9.0% |
| 50Δ | 12.07 | 36.5% | 4.8% | 11.84 | 45.6% | 6.8% |
| 55Δ | 11.83 | 38.0% | 4.3% | 12.13 | 38.0% | 4.6% |
| 60Δ | 11.59 | 39.5% | 3.8% | 12.43 | 30.3% | 2.3% |
| 65Δ | 11.35 | 41.0% | 3.4% | |||
| 70Δ | 11.11 | 42.4% | 2.9% | |||
| 75Δ | 10.87 | 43.9% | 2.4% | |||
| 80Δ | 10.63 | 45.4% | 1.9% | |||
No recorded observations