Share price$9.11
1D-11.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:46:32.135Z
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 · 2026-10-22T23:42:37.682830441Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.21 | 103.3% | 36.8% | 7.37 | 108.7% | 23.2% |
| 25Δ | 11.60 | 102.2% | 31.1% | 7.80 | 105.3% | 19.6% |
| 30Δ | 11.09 | 102.2% | 26.5% | 8.18 | 104.0% | 16.9% |
| 35Δ | 10.65 | 100.8% | 22.7% | 8.52 | 104.6% | 15.0% |
| 40Δ | 10.22 | 99.1% | 19.0% | 8.86 | 105.2% | 13.0% |
| 45Δ | 9.84 | 98.3% | 16.1% | 9.22 | 106.3% | 11.3% |
| 50Δ | 9.51 | 98.6% | 13.9% | 9.59 | 107.9% | 9.9% |
| 55Δ | 9.18 | 99.0% | 11.8% | 9.97 | 109.5% | 8.5% |
| 60Δ | 8.85 | 99.2% | 9.9% | 10.39 | 109.7% | 7.2% |
| 65Δ | 8.52 | 99.3% | 8.2% | 10.82 | 109.8% | 5.9% |
| 70Δ | 8.20 | 99.5% | 6.6% | 11.35 | 111.5% | 4.7% |
| 75Δ | 7.88 | 97.6% | 5.2% | 11.97 | 114.5% | 3.7% |
| 80Δ | 7.58 | 92.6% | 3.9% | 12.99 | 122.8% | 2.9% |
No recorded observations