Share price$12.81
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:46:29.276Z
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 · 2026-10-22T17:43:00.307213953Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.70 | 215.4% | 39.1% | |||
| 25Δ | 9.65 | 175.8% | 31.2% | |||
| 30Δ | 20.70 | 205.7% | 70.0% | 10.60 | 136.2% | 23.3% |
| 35Δ | 18.85 | 179.8% | 55.8% | 11.56 | 96.6% | 15.3% |
| 40Δ | 17.55 | 158.7% | 45.9% | |||
| 45Δ | 16.25 | 137.5% | 36.0% | |||
| 50Δ | 14.95 | 116.4% | 26.1% | |||
| 55Δ | 13.65 | 95.2% | 16.2% | |||
| 60Δ | 12.45 | 76.7% | 7.4% | |||
| 65Δ | 12.02 | 77.6% | 6.4% | |||
| 70Δ | 11.59 | 78.6% | 5.4% | |||
| 75Δ | 11.16 | 79.5% | 4.4% | |||
| 80Δ | 10.73 | 80.4% | 3.4% | |||
No recorded observations