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Market dataready · fetched 2026-10-22T14:52:39.625Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-22T14:52:36.640614757Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:46:19.221804+00:00

Share price$4.66
1D+0.9%
$4.57$4.60$4.63$4.65$4.685:30 AM6:30 AM9:00 AM1:00 PMSSTK
Sold putSold call

Shutterstock options

Live interpolated SSTK call and put midpoint premiums by absolute delta.Shutterstock$0.00$7.09$14.18$21.27$28.36$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESSTK PRICE$0.25$0.26$0.26$0.27$0.27$0.39$0.59$0.78$0.97$1.16$1.36$1.55$1.74$12.01$26.28
PutsExpensive5.72×
CallsExpensive1.66×
SkewBearish+315.70 pp
Implied move——
TiltBearish59.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.83250.5%159.6%
25Δ10.27211.1%126.2%
30Δ8.72171.7%92.9%
35Δ7.16132.3%59.6%
40Δ5.6092.8%26.3%
45Δ4.8583.5%12.6%
50Δ4.6193.3%11.5%
55Δ4.36103.0%10.4%
60Δ4.12112.8%9.3%15.95362.2%15.3%
65Δ3.88122.5%8.3%30.07546.1%18.7%
70Δ3.63132.3%7.2%
75Δ3.39142.0%6.1%
80Δ3.15151.8%5.0%

20Δ

Calls
Pseudo strike
11.83
IV
250.5%
B/E move
159.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.27
IV
211.1%
B/E move
126.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
8.72
IV
171.7%
B/E move
92.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.16
IV
132.3%
B/E move
59.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.60
IV
92.8%
B/E move
26.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.85
IV
83.5%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.61
IV
93.3%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.36
IV
103.0%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.12
IV
112.8%
B/E move
9.3%
Puts
Pseudo strike
15.95
IV
362.2%
B/E move
15.3%

65Δ

Calls
Pseudo strike
3.88
IV
122.5%
B/E move
8.3%
Puts
Pseudo strike
30.07
IV
546.1%
B/E move
18.7%

70Δ

Calls
Pseudo strike
3.63
IV
132.3%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.39
IV
142.0%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.15
IV
151.8%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations