Share price$9.55
1D+4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:56.653Z
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 · 2026-10-22T20:10:00.001545047Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.00 | 150.7% | 60.9% | 7.61 | 115.8% | 24.5% |
| 25Δ | 13.93 | 131.4% | 50.0% | 7.94 | 108.6% | 21.8% |
| 30Δ | 12.86 | 112.2% | 39.0% | 8.27 | 101.3% | 19.1% |
| 35Δ | 11.79 | 92.9% | 28.1% | 8.61 | 94.0% | 16.4% |
| 40Δ | 10.73 | 73.6% | 17.1% | 8.94 | 86.7% | 13.6% |
| 45Δ | 9.78 | 67.6% | 9.4% | 9.27 | 79.5% | 10.9% |
| 50Δ | 9.09 | 89.5% | 8.6% | 9.60 | 72.2% | 8.2% |
| 55Δ | 8.40 | 111.5% | 7.8% | 9.93 | 64.9% | 5.5% |
| 60Δ | 7.71 | 133.5% | 7.0% | 10.39 | 67.7% | 4.5% |
| 65Δ | 7.02 | 155.4% | 6.3% | 10.87 | 72.9% | 3.9% |
| 70Δ | 6.33 | 177.4% | 5.5% | 11.35 | 78.2% | 3.3% |
| 75Δ | 5.64 | 199.4% | 4.7% | 11.83 | 83.4% | 2.7% |
| 80Δ | 4.95 | 221.3% | 3.9% | 12.31 | 88.7% | 2.1% |
No recorded observations