Share price$10.45
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:18.258Z
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 · 2026-10-22T23:47:43.974424571Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.85 | 139.0% | 55.3% | 9.19 | 59.6% | 14.1% |
| 25Δ | 14.59 | 115.8% | 43.2% | 9.47 | 56.6% | 12.0% |
| 30Δ | 13.33 | 92.5% | 31.1% | 9.75 | 53.6% | 9.8% |
| 35Δ | 12.06 | 69.3% | 19.0% | 10.02 | 50.9% | 7.8% |
| 40Δ | 10.97 | 49.9% | 8.7% | 10.21 | 50.9% | 6.9% |
| 45Δ | 10.77 | 50.9% | 7.8% | 10.40 | 50.8% | 6.1% |
| 50Δ | 10.58 | 51.9% | 6.9% | 10.60 | 50.7% | 5.2% |
| 55Δ | 10.38 | 53.0% | 6.1% | 10.79 | 50.6% | 4.3% |
| 60Δ | 10.19 | 54.0% | 5.2% | 10.98 | 50.5% | 3.4% |
| 65Δ | 9.99 | 55.0% | 4.3% | 12.56 | 99.8% | 4.8% |
| 70Δ | 9.74 | 55.7% | 3.6% | 13.86 | 139.0% | 5.9% |
| 75Δ | 9.49 | 56.4% | 3.0% | 13.06 | 100.4% | 3.7% |
| 80Δ | 9.23 | 57.0% | 2.3% | 12.26 | 61.7% | 1.6% |
No recorded observations