Share price$12.97
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:43:56.133Z
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 · 2026-10-22T20:00:00.160845212Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.25 | 226.8% | 38.3% | |||
| 25Δ | 10.38 | 183.8% | 29.8% | |||
| 30Δ | 23.53 | 242.3% | 90.9% | 11.16 | 160.8% | 24.4% |
| 35Δ | 18.33 | 185.6% | 50.8% | 11.94 | 137.8% | 18.9% |
| 40Δ | 16.07 | 152.9% | 33.6% | 12.63 | 119.7% | 14.5% |
| 45Δ | 14.73 | 129.0% | 23.4% | 13.08 | 114.5% | 12.6% |
| 50Δ | 14.07 | 111.5% | 18.3% | 13.54 | 109.3% | 10.8% |
| 55Δ | 13.40 | 94.0% | 13.2% | 13.99 | 104.1% | 8.9% |
| 60Δ | 12.74 | 76.5% | 8.1% | 14.45 | 98.9% | 7.0% |
| 65Δ | 12.23 | 70.6% | 5.7% | 14.90 | 93.7% | 5.2% |
| 70Δ | 11.80 | 71.5% | 4.8% | 15.92 | 101.7% | 4.3% |
| 75Δ | 11.38 | 72.4% | 4.0% | 17.09 | 113.3% | 3.7% |
| 80Δ | 10.95 | 73.3% | 3.1% | 19.28 | 133.8% | 3.0% |
No recorded observations