Share price$10.63
1D+5.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:03:48.228Z
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 · 2026-10-22T20:00:00.141154276Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.47 | 177.1% | 78.2% | 8.47 | 101.1% | 23.5% |
| 25Δ | 16.90 | 156.7% | 63.7% | 9.06 | 87.6% | 18.4% |
| 30Δ | 16.20 | 144.7% | 57.5% | 9.65 | 74.0% | 13.4% |
| 35Δ | 15.50 | 132.6% | 51.2% | 10.21 | 72.6% | 10.4% |
| 40Δ | 14.80 | 120.6% | 44.9% | 10.72 | 88.9% | 10.3% |
| 45Δ | 14.09 | 108.5% | 38.7% | 11.24 | 105.2% | 10.2% |
| 50Δ | 13.39 | 96.5% | 32.4% | 11.75 | 121.5% | 10.1% |
| 55Δ | 12.69 | 84.5% | 26.1% | 12.27 | 137.8% | 10.0% |
| 60Δ | 11.99 | 72.4% | 19.8% | 13.84 | 175.4% | 10.3% |
| 65Δ | 11.29 | 60.4% | 13.6% | 17.09 | 232.7% | 10.6% |
| 70Δ | 10.59 | 48.4% | 7.3% | 21.43 | 271.6% | 9.6% |
| 75Δ | 9.79 | 49.3% | 2.4% | |||
| 80Δ | 8.48 | 116.7% | 4.1% | |||
No recorded observations