Share price$10.82
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:23.799Z
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 · 2026-10-22T23:55:40.688035587Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.62 | 83.0% | 28.3% | 8.97 | 95.2% | 20.5% |
| 25Δ | 13.08 | 83.1% | 24.0% | 9.38 | 93.8% | 17.9% |
| 30Δ | 12.62 | 81.9% | 20.6% | 9.78 | 92.7% | 15.4% |
| 35Δ | 12.17 | 80.5% | 17.3% | 10.17 | 94.1% | 13.5% |
| 40Δ | 11.78 | 77.2% | 14.4% | 10.55 | 98.9% | 12.3% |
| 45Δ | 11.43 | 72.6% | 11.7% | 10.93 | 103.6% | 11.0% |
| 50Δ | 11.07 | 68.0% | 9.1% | 11.39 | 107.6% | 9.8% |
| 55Δ | 10.81 | 65.2% | 7.6% | 11.87 | 111.3% | 8.6% |
| 60Δ | 10.58 | 62.8% | 6.3% | 12.51 | 118.0% | 7.6% |
| 65Δ | 10.34 | 60.4% | 5.1% | 13.27 | 125.7% | 6.6% |
| 70Δ | 10.11 | 58.0% | 3.8% | 14.29 | 135.7% | 5.6% |
| 75Δ | 16.06 | 155.7% | 4.8% | |||
| 80Δ | 18.79 | 178.3% | 3.9% | |||
No recorded observations