Share price$10.71
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:44.517Z
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 · 2026-10-22T20:43:14.371244385Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.24 | 116.4% | 45.4% | 8.53 | 125.0% | 24.8% |
| 25Δ | 14.21 | 108.4% | 36.6% | 9.29 | 93.4% | 17.8% |
| 30Δ | 13.18 | 100.4% | 27.7% | 9.68 | 90.8% | 15.2% |
| 35Δ | 12.37 | 95.6% | 21.1% | 10.06 | 88.1% | 12.8% |
| 40Δ | 11.97 | 97.1% | 18.7% | 10.38 | 85.2% | 11.0% |
| 45Δ | 11.58 | 98.6% | 16.4% | 10.70 | 82.3% | 9.2% |
| 50Δ | 11.19 | 100.0% | 14.1% | 11.01 | 79.3% | 7.5% |
| 55Δ | 10.79 | 103.1% | 12.2% | 11.26 | 75.7% | 6.5% |
| 60Δ | 10.39 | 107.5% | 10.7% | 11.50 | 72.1% | 5.5% |
| 65Δ | 10.00 | 112.0% | 9.2% | 11.75 | 68.4% | 4.4% |
| 70Δ | 9.57 | 111.3% | 7.5% | 11.99 | 64.8% | 3.4% |
| 75Δ | 9.14 | 110.6% | 5.8% | 12.23 | 61.2% | 2.4% |
| 80Δ | 8.53 | 117.1% | 4.5% | 12.48 | 57.6% | 1.4% |
No recorded observations