Share price$9.28
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-20T06:06:07.254Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T20:25:33.583681353Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:06.827450+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.86 | 149.3% | 64.2% | 8.03 | 68.5% | 16.0% |
| 25Δ | 11.80 | 92.5% | 30.6% | 8.39 | 60.2% | 12.5% |
| 30Δ | 10.34 | 58.1% | 14.4% | 8.64 | 59.8% | 10.7% |
| 35Δ | 10.03 | 54.7% | 11.6% | 8.83 | 62.9% | 9.8% |
| 40Δ | 9.83 | 55.1% | 10.1% | 9.03 | 64.9% | 8.7% |
| 45Δ | 9.63 | 55.9% | 8.9% | 9.23 | 60.8% | 7.2% |
| 50Δ | 9.44 | 56.9% | 7.7% | 9.43 | 56.7% | 5.7% |
| 55Δ | 9.24 | 58.2% | 6.8% | 9.74 | 64.6% | 5.3% |
| 60Δ | 9.04 | 59.5% | 5.8% | 10.08 | 74.6% | 5.2% |
| 65Δ | 8.85 | 58.0% | 4.8% | 10.36 | 73.3% | 4.3% |
| 70Δ | 8.67 | 55.8% | 3.8% | 10.65 | 71.9% | 3.3% |
| 75Δ | 8.46 | 55.0% | 2.9% | 10.93 | 70.6% | 2.4% |
| 80Δ | 8.05 | 66.8% | 2.7% | 10.68 | 50.6% | 1.1% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 55.87% | -32.74 pp | 13.34% |