Share price$12.01
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:52:06.038Z
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 · 2026-10-22T20:02:05.005213798Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.33 | 236.9% | 124.9% | 10.15 | 80.9% | 18.4% |
| 25Δ | 29.48 | 292.6% | 154.0% | 10.48 | 78.2% | 16.5% |
| 30Δ | 26.51 | 256.2% | 129.4% | 10.82 | 75.6% | 14.6% |
| 35Δ | 22.64 | 207.8% | 96.8% | 11.16 | 72.9% | 12.7% |
| 40Δ | 18.77 | 159.4% | 64.3% | 11.50 | 70.2% | 10.8% |
| 45Δ | 14.90 | 111.0% | 31.8% | 11.83 | 67.5% | 8.9% |
| 50Δ | 12.37 | 80.6% | 11.1% | 12.17 | 64.9% | 6.9% |
| 55Δ | 12.02 | 79.7% | 9.8% | 12.53 | 62.7% | 5.1% |
| 60Δ | 11.67 | 78.7% | 8.5% | 13.58 | 77.8% | 4.7% |
| 65Δ | 11.32 | 77.8% | 7.2% | 14.63 | 92.9% | 4.4% |
| 70Δ | 10.97 | 76.9% | 5.9% | 15.67 | 108.1% | 4.0% |
| 75Δ | 10.63 | 76.0% | 4.6% | 16.72 | 123.2% | 3.7% |
| 80Δ | 10.28 | 75.0% | 3.2% | 16.47 | 110.6% | 2.6% |
No recorded observations