Share price$11.12
1D-4.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:43.192Z
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 · 2026-10-22T16:41:28.81334403Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.63 | 136.3% | 53.2% | 8.76 | 128.7% | 26.1% |
| 25Δ | 15.74 | 139.7% | 46.4% | 9.35 | 125.6% | 22.4% |
| 30Δ | 14.90 | 141.5% | 40.2% | 9.85 | 127.3% | 19.8% |
| 35Δ | 14.10 | 141.8% | 34.5% | 10.35 | 125.6% | 17.3% |
| 40Δ | 13.24 | 135.7% | 28.0% | 10.84 | 122.5% | 14.7% |
| 45Δ | 12.54 | 131.5% | 23.0% | 11.35 | 122.9% | 12.8% |
| 50Δ | 11.92 | 129.8% | 19.1% | 11.88 | 124.9% | 11.1% |
| 55Δ | 11.42 | 136.2% | 17.1% | 12.37 | 122.7% | 9.4% |
| 60Δ | 10.92 | 141.8% | 15.0% | 12.85 | 119.2% | 7.7% |
| 65Δ | 10.36 | 142.8% | 12.4% | 13.43 | 118.4% | 6.3% |
| 70Δ | 9.79 | 143.4% | 10.0% | 14.51 | 126.3% | 5.2% |
| 75Δ | 9.21 | 143.3% | 7.8% | 19.99 | 205.6% | 5.9% |
| 80Δ | 8.51 | 151.1% | 6.1% | 15.44 | 114.5% | 2.7% |
No recorded observations