Share price$10.89
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:38.959Z
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 · 2026-10-22T23:59:07.108108793Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.72 | 82.8% | 28.3% | 8.90 | 106.1% | 22.1% |
| 25Δ | 13.29 | 85.2% | 25.3% | 9.40 | 97.6% | 18.5% |
| 30Δ | 12.86 | 87.5% | 22.3% | 9.83 | 95.2% | 15.7% |
| 35Δ | 12.44 | 89.6% | 19.5% | 10.21 | 92.6% | 13.5% |
| 40Δ | 12.07 | 90.4% | 17.3% | 10.56 | 90.0% | 11.5% |
| 45Δ | 11.69 | 91.2% | 15.1% | 10.91 | 87.4% | 9.6% |
| 50Δ | 11.31 | 92.0% | 12.9% | 11.23 | 84.5% | 8.2% |
| 55Δ | 10.94 | 93.2% | 10.9% | 11.53 | 81.5% | 6.9% |
| 60Δ | 10.56 | 96.3% | 9.5% | 11.82 | 78.6% | 5.7% |
| 65Δ | 10.19 | 99.5% | 8.1% | 12.12 | 75.6% | 4.5% |
| 70Δ | 9.81 | 99.7% | 6.7% | 12.42 | 72.6% | 3.2% |
| 75Δ | 9.43 | 97.1% | 5.2% | 13.04 | 76.9% | 2.5% |
| 80Δ | 9.05 | 94.5% | 3.7% | 13.76 | 83.7% | 2.0% |
No recorded observations