Share price$12.34
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:54:20.037Z
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 · 2026-10-22T23:00:00.001538331Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.69 | 167.5% | 79.6% | 8.84 | 117.5% | 30.8% |
| 25Δ | 20.05 | 143.8% | 66.2% | 9.40 | 104.3% | 26.5% |
| 30Δ | 18.41 | 120.0% | 52.8% | 9.96 | 91.1% | 22.2% |
| 35Δ | 16.76 | 96.2% | 39.4% | 10.52 | 77.9% | 17.9% |
| 40Δ | 15.12 | 72.5% | 26.1% | 11.08 | 64.7% | 13.6% |
| 45Δ | 13.47 | 48.7% | 12.7% | 11.64 | 51.5% | 9.3% |
| 50Δ | 12.38 | 35.7% | 4.6% | 12.20 | 38.3% | 5.0% |
| 55Δ | 12.10 | 38.3% | 4.1% | 13.38 | 45.7% | 2.9% |
| 60Δ | 11.81 | 40.9% | 3.7% | 15.26 | 76.3% | 3.2% |
| 65Δ | 11.53 | 43.5% | 3.2% | 17.13 | 106.9% | 3.5% |
| 70Δ | 11.25 | 46.1% | 2.8% | 19.00 | 137.5% | 3.8% |
| 75Δ | 10.96 | 48.7% | 2.4% | 20.88 | 168.1% | 4.1% |
| 80Δ | 10.68 | 51.3% | 1.9% | 22.27 | 188.8% | 4.1% |
No recorded observations