Share price$10.80
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:50.373Z
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 · 2026-10-22T23:20:39.463164078Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.62 | 83.4% | 28.4% | 8.96 | 94.8% | 20.4% |
| 25Δ | 13.07 | 83.6% | 24.1% | 9.37 | 93.4% | 17.8% |
| 30Δ | 12.61 | 82.4% | 20.7% | 9.76 | 92.2% | 15.4% |
| 35Δ | 12.16 | 81.1% | 17.4% | 10.15 | 93.3% | 13.4% |
| 40Δ | 11.77 | 77.7% | 14.5% | 10.53 | 98.0% | 12.2% |
| 45Δ | 11.41 | 73.1% | 11.8% | 10.91 | 102.7% | 11.0% |
| 50Δ | 11.05 | 68.5% | 9.1% | 11.36 | 106.6% | 9.7% |
| 55Δ | 10.79 | 65.9% | 7.7% | 11.84 | 110.2% | 8.5% |
| 60Δ | 10.55 | 63.6% | 6.4% | 12.46 | 116.5% | 7.5% |
| 65Δ | 10.31 | 61.3% | 5.1% | 13.19 | 124.0% | 6.5% |
| 70Δ | 10.08 | 59.0% | 3.9% | 14.14 | 132.5% | 5.5% |
| 75Δ | 9.86 | 55.6% | 3.0% | 15.86 | 151.9% | 4.7% |
| 80Δ | 9.65 | 51.8% | 2.3% | 18.11 | 168.9% | 3.7% |
No recorded observations