Share price$12.74
1D+2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:09.861Z
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 · 2026-10-22T16:29:28.323976332Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.63 | 216.8% | 39.4% | |||
| 25Δ | 15.57 | 82.2% | 25.2% | 9.54 | 178.7% | 31.7% |
| 30Δ | 20.69 | 207.0% | 70.8% | 10.46 | 140.5% | 24.1% |
| 35Δ | 18.81 | 180.8% | 56.3% | 11.37 | 102.4% | 16.4% |
| 40Δ | 17.46 | 159.2% | 46.0% | 12.28 | 64.3% | 8.8% |
| 45Δ | 16.12 | 137.6% | 35.7% | 12.74 | 55.7% | 6.4% |
| 50Δ | 14.77 | 116.0% | 25.5% | 13.06 | 56.2% | 5.7% |
| 55Δ | 13.42 | 94.3% | 15.2% | 13.37 | 56.8% | 5.0% |
| 60Δ | 12.37 | 79.7% | 7.8% | 13.69 | 57.4% | 4.3% |
| 65Δ | 11.94 | 80.4% | 6.7% | 14.01 | 57.9% | 3.6% |
| 70Δ | 11.51 | 81.1% | 5.6% | 14.32 | 58.5% | 2.8% |
| 75Δ | 11.08 | 81.8% | 4.6% | 14.64 | 59.1% | 2.1% |
| 80Δ | 10.66 | 82.5% | 3.5% | 14.96 | 59.6% | 1.4% |
No recorded observations