Share price$12.06
1D-4.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:33.568Z
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 · 2026-10-22T14:52:03.869923Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.08 | 310.7% | 50.6% | |||
| 25Δ | 14.57 | 79.9% | 24.0% | 8.01 | 274.3% | 43.5% |
| 30Δ | 14.13 | 79.7% | 21.2% | 8.95 | 238.0% | 36.4% |
| 35Δ | 13.69 | 79.6% | 18.5% | 9.88 | 201.7% | 29.4% |
| 40Δ | 13.25 | 79.4% | 15.8% | 10.81 | 165.3% | 22.3% |
| 45Δ | 12.82 | 79.3% | 13.1% | 11.74 | 129.0% | 15.2% |
| 50Δ | 12.38 | 80.2% | 10.8% | 12.65 | 101.7% | 9.3% |
| 55Δ | 11.97 | 84.1% | 9.7% | 13.48 | 114.2% | 8.6% |
| 60Δ | 11.56 | 88.0% | 8.5% | 14.31 | 126.8% | 7.9% |
| 65Δ | 11.15 | 91.9% | 7.4% | |||
| 70Δ | 10.73 | 95.8% | 6.3% | |||
| 75Δ | 10.32 | 99.7% | 5.1% | |||
| 80Δ | ||||||
No recorded observations