Share price$10.36
1D-3.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:51.505Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:49.399589209Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.50 | 154.7% | 12.2% | 9.40 | 167.0% | 10.8% |
| 25Δ | 11.31 | 156.5% | 10.8% | 9.60 | 167.1% | 9.3% |
| 30Δ | 11.12 | 158.4% | 9.4% | 9.79 | 165.0% | 8.0% |
| 35Δ | 10.94 | 159.3% | 8.2% | 9.97 | 162.9% | 6.8% |
| 40Δ | 10.77 | 158.7% | 7.1% | 10.13 | 163.3% | 6.0% |
| 45Δ | 10.60 | 158.2% | 6.1% | 10.29 | 164.1% | 5.2% |
| 50Δ | 10.45 | 156.6% | 5.2% | 10.45 | 164.9% | 4.4% |
| 55Δ | 10.30 | 153.2% | 4.4% | 10.61 | 163.7% | 3.8% |
| 60Δ | 10.15 | 149.7% | 3.6% | 10.77 | 161.6% | 3.1% |
| 65Δ | 10.01 | 146.3% | 2.8% | 10.93 | 159.4% | 2.5% |
| 70Δ | 9.83 | 150.4% | 2.4% | 11.18 | 168.5% | 2.1% |
| 75Δ | 9.65 | 154.9% | 1.9% | 11.49 | 185.6% | 1.8% |
| 80Δ | 9.45 | 158.0% | 1.5% | 16.61 | 517.6% | 3.3% |
| Date | IV |
|---|---|
| 154.75% | |
| 159.28% |