Share price$10.98
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:04.131Z
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 · 2026-10-22T22:57:19.820194895Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.10 | 129.3% | 50.1% | 8.62 | 117.1% | 25.2% |
| 25Δ | 14.66 | 121.1% | 38.2% | 9.48 | 88.4% | 17.5% |
| 30Δ | 14.19 | 129.5% | 35.7% | 10.26 | 76.2% | 12.5% |
| 35Δ | 13.71 | 138.0% | 33.2% | 10.92 | 89.1% | 11.9% |
| 40Δ | 13.24 | 146.4% | 30.7% | 11.58 | 102.0% | 11.3% |
| 45Δ | 12.76 | 154.9% | 28.2% | 12.24 | 114.9% | 10.7% |
| 50Δ | 12.31 | 151.3% | 25.0% | 12.90 | 127.8% | 10.0% |
| 55Δ | 11.89 | 132.9% | 20.8% | 13.56 | 140.7% | 9.4% |
| 60Δ | 11.47 | 114.5% | 16.7% | 14.22 | 153.6% | 8.8% |
| 65Δ | 11.05 | 96.1% | 12.6% | 14.87 | 166.5% | 8.1% |
| 70Δ | 10.64 | 77.7% | 8.5% | 14.02 | 107.7% | 4.2% |
| 75Δ | 10.22 | 59.3% | 4.4% | 16.35 | 147.0% | 4.3% |
| 80Δ | 19.60 | 184.9% | 4.0% | |||
No recorded observations