Share price$11.89
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:46:48.473Z
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 · 2026-10-23T15:46:44.925995255Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.57 | 219.2% | 111.7% | 10.15 | 77.7% | 17.5% |
| 25Δ | 22.17 | 190.6% | 91.8% | 10.48 | 76.8% | 15.8% |
| 30Δ | 19.77 | 162.0% | 71.9% | 10.81 | 76.0% | 14.1% |
| 35Δ | 17.38 | 133.4% | 52.0% | 11.14 | 75.1% | 12.5% |
| 40Δ | 14.98 | 104.8% | 32.0% | 11.47 | 74.3% | 10.8% |
| 45Δ | 12.58 | 76.2% | 12.1% | 11.80 | 73.4% | 9.1% |
| 50Δ | 12.16 | 76.5% | 10.3% | 12.14 | 72.6% | 7.4% |
| 55Δ | 11.81 | 77.8% | 9.1% | 12.47 | 71.7% | 5.8% |
| 60Δ | 11.46 | 79.0% | 7.9% | 13.40 | 82.5% | 5.1% |
| 65Δ | 11.11 | 80.3% | 6.8% | 14.40 | 94.6% | 4.6% |
| 70Δ | 10.76 | 81.6% | 5.6% | 15.40 | 106.7% | 4.0% |
| 75Δ | 10.41 | 82.9% | 4.4% | 16.40 | 118.7% | 3.5% |
| 80Δ | 10.06 | 84.1% | 3.2% | 17.40 | 130.8% | 2.9% |
No recorded observations