Share price$12.62
1D+0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:17.839Z
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 · 2026-10-23T15:47:09.304866911Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.89 | 167.1% | 77.2% | 7.52 | 297.9% | 47.2% |
| 25Δ | 20.63 | 149.2% | 67.3% | 8.61 | 240.3% | 37.8% |
| 30Δ | 19.36 | 131.2% | 57.4% | 9.70 | 182.6% | 28.3% |
| 35Δ | 18.10 | 113.3% | 47.5% | 10.79 | 124.9% | 18.9% |
| 40Δ | 16.84 | 95.4% | 37.5% | 11.88 | 67.2% | 9.5% |
| 45Δ | 15.58 | 77.4% | 27.6% | 12.86 | 38.6% | 4.0% |
| 50Δ | 14.32 | 59.5% | 17.7% | 13.70 | 48.8% | 3.7% |
| 55Δ | 13.05 | 41.6% | 7.8% | 14.55 | 59.0% | 3.4% |
| 60Δ | 15.39 | 69.2% | 3.1% | |||
| 65Δ | 16.23 | 79.3% | 2.7% | |||
| 70Δ | 17.08 | 89.5% | 2.4% | |||
| 75Δ | 17.92 | 99.7% | 2.1% | |||
| 80Δ | 18.76 | 109.9% | 1.8% | |||
No recorded observations