Share price$10.75
1D-8.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:02:58.974Z
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 · 2026-10-23T00:00:00.026562202Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:02:57.225325+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.79 | 131.7% | 50.4% | 8.25 | 148.6% | 29.0% |
| 25Δ | 15.24 | 140.6% | 46.7% | 8.97 | 134.4% | 23.5% |
| 30Δ | 13.93 | 128.7% | 35.4% | 9.50 | 135.4% | 20.8% |
| 35Δ | 13.42 | 134.9% | 32.3% | 10.01 | 136.9% | 18.3% |
| 40Δ | 12.88 | 139.6% | 28.9% | 10.52 | 133.9% | 15.9% |
| 45Δ | 12.22 | 137.8% | 24.3% | 11.02 | 131.1% | 13.4% |
| 50Δ | 11.65 | 139.1% | 20.9% | 11.62 | 135.5% | 11.9% |
| 55Δ | 11.11 | 142.1% | 18.0% | 12.24 | 139.0% | 10.4% |
| 60Δ | 10.56 | 137.1% | 14.6% | 12.91 | 141.0% | 8.8% |
| 65Δ | 10.02 | 129.9% | 11.0% | 13.73 | 144.7% | 7.4% |
| 70Δ | 9.47 | 135.8% | 9.3% | 14.39 | 141.2% | 5.9% |
| 75Δ | 8.91 | 141.8% | 7.7% | 14.96 | 134.3% | 4.3% |
| 80Δ | 8.29 | 145.5% | 5.9% | 16.15 | 138.1% | 3.1% |
No recorded observations