Share price$10.36
1D-3.3%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:53:01.079Z
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 · 2026-10-21T17:52:56.788008766Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.02 | 143.5% | 58.5% | 7.96 | 148.1% | 29.1% |
| 25Δ | 14.90 | 142.7% | 48.9% | 8.49 | 157.5% | 26.7% |
| 30Δ | 13.98 | 142.0% | 41.3% | 9.11 | 146.9% | 22.3% |
| 35Δ | 13.57 | 153.7% | 39.3% | 9.66 | 143.2% | 19.2% |
| 40Δ | 12.37 | 135.4% | 28.4% | 10.22 | 148.3% | 17.3% |
| 45Δ | 11.86 | 139.8% | 25.3% | 10.78 | 147.6% | 14.9% |
| 50Δ | 11.25 | 138.8% | 21.3% | 11.58 | 162.2% | 13.9% |
| 55Δ | 10.71 | 138.9% | 18.0% | 12.07 | 151.5% | 11.2% |
| 60Δ | 10.18 | 139.2% | 15.0% | 13.14 | 165.1% | 10.1% |
| 65Δ | 9.66 | 159.5% | 14.4% | 13.97 | 165.4% | 8.3% |
| 70Δ | 9.14 | 146.0% | 10.6% | 14.64 | 158.5% | 6.5% |
| 75Δ | 8.53 | 149.8% | 8.4% | 15.84 | 161.4% | 5.0% |
| 80Δ | 8.20 | 129.2% | 5.6% | 17.81 | 171.1% | 3.8% |
| Date | IV |
|---|---|
| 154.75% | |
| 159.28% |