Share price$11.67
1D+19.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:43.750Z
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 · 2026-10-22T20:07:57.108584912Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.70 | 252.2% | 143.5% | 10.15 | 74.2% | 16.3% |
| 25Δ | 22.54 | 232.4% | 100.3% | 10.57 | 87.3% | 15.8% |
| 30Δ | 19.19 | 208.1% | 73.1% | 10.99 | 100.3% | 15.3% |
| 35Δ | 17.96 | 208.1% | 64.7% | 11.41 | 113.3% | 14.8% |
| 40Δ | 16.73 | 208.1% | 56.4% | 11.83 | 126.3% | 14.3% |
| 45Δ | 15.50 | 208.0% | 48.0% | 12.25 | 139.3% | 13.8% |
| 50Δ | 14.27 | 208.0% | 39.7% | 12.74 | 145.5% | 12.7% |
| 55Δ | 13.04 | 208.0% | 31.3% | 13.34 | 141.5% | 10.9% |
| 60Δ | 12.03 | 205.6% | 25.5% | 13.94 | 137.5% | 9.0% |
| 65Δ | 11.19 | 201.4% | 21.6% | 14.55 | 133.5% | 7.2% |
| 70Δ | 10.35 | 197.1% | 17.7% | 15.76 | 136.1% | 5.5% |
| 75Δ | 9.51 | 192.9% | 13.8% | 18.84 | 158.7% | 4.6% |
| 80Δ | 8.67 | 188.6% | 9.9% | 21.92 | 181.3% | 3.7% |
No recorded observations