Share price$9.32
1D-11.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:19:44.235Z
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 · 2026-10-22T23:17:22.11124271Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.29 | 98.0% | 34.5% | 7.48 | 113.6% | 24.0% |
| 25Δ | 11.67 | 95.8% | 28.8% | 7.95 | 110.5% | 20.2% |
| 30Δ | 11.18 | 95.3% | 24.4% | 8.33 | 111.4% | 17.9% |
| 35Δ | 10.75 | 93.6% | 20.7% | 8.70 | 112.8% | 15.8% |
| 40Δ | 10.35 | 91.3% | 17.4% | 9.08 | 114.4% | 13.9% |
| 45Δ | 9.96 | 89.1% | 14.3% | 9.49 | 117.1% | 12.3% |
| 50Δ | 9.66 | 88.4% | 12.3% | 9.91 | 119.9% | 10.8% |
| 55Δ | 9.36 | 87.7% | 10.4% | 10.37 | 121.7% | 9.3% |
| 60Δ | 9.06 | 86.9% | 8.5% | 10.86 | 123.3% | 7.9% |
| 65Δ | 8.77 | 85.2% | 7.0% | 11.49 | 127.7% | 6.7% |
| 70Δ | 8.50 | 83.3% | 5.7% | 12.32 | 135.6% | 5.6% |
| 75Δ | 8.22 | 81.4% | 4.3% | 13.67 | 151.3% | 4.7% |
| 80Δ | 15.54 | 167.1% | 3.7% | |||
No recorded observations