Share price$12.69
1D+8.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:11:32.869Z
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 · 2026-10-22T23:10:11.813355018Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.63 | 146.4% | 58.5% | 9.96 | 132.8% | 26.6% |
| 25Δ | 18.16 | 143.5% | 48.1% | 10.56 | 140.7% | 24.3% |
| 30Δ | 17.02 | 142.2% | 40.4% | 11.16 | 147.2% | 22.1% |
| 35Δ | 15.97 | 138.5% | 33.4% | 11.82 | 146.8% | 19.4% |
| 40Δ | 15.15 | 137.5% | 28.4% | 12.49 | 147.1% | 17.0% |
| 45Δ | 14.47 | 140.3% | 24.8% | 13.25 | 152.2% | 15.1% |
| 50Δ | 13.79 | 141.1% | 21.3% | 14.18 | 165.0% | 13.9% |
| 55Δ | 13.05 | 135.2% | 16.9% | 14.92 | 160.1% | 11.6% |
| 60Δ | 12.43 | 136.1% | 14.3% | 15.91 | 163.3% | 9.9% |
| 65Δ | 11.82 | 137.2% | 11.8% | 16.97 | 164.9% | 8.2% |
| 70Δ | 11.20 | 137.1% | 9.5% | 18.50 | 172.6% | 6.8% |
| 75Δ | 10.57 | 136.3% | 7.4% | |||
| 80Δ | 9.93 | 135.1% | 5.4% | |||
No recorded observations