Share price$10.73
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:23:32.244Z
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 · 2026-10-23T00:00:07.517366445Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.59 | 85.1% | 29.1% | 8.92 | 93.5% | 20.3% |
| 25Δ | 13.04 | 85.4% | 24.7% | 9.33 | 91.7% | 17.6% |
| 30Δ | 12.58 | 84.4% | 21.3% | 9.71 | 90.3% | 15.2% |
| 35Δ | 12.12 | 83.2% | 17.9% | 10.09 | 90.4% | 13.0% |
| 40Δ | 11.73 | 79.6% | 14.9% | 10.46 | 94.7% | 11.8% |
| 45Δ | 11.35 | 75.0% | 12.1% | 10.83 | 99.0% | 10.6% |
| 50Δ | 10.98 | 70.7% | 9.4% | 11.25 | 102.8% | 9.4% |
| 55Δ | 10.73 | 68.7% | 8.0% | 11.71 | 106.0% | 8.2% |
| 60Δ | 10.47 | 66.7% | 6.7% | 12.25 | 110.6% | 7.1% |
| 65Δ | 10.22 | 64.7% | 5.3% | 12.93 | 117.6% | 6.2% |
| 70Δ | 9.97 | 62.6% | 4.0% | 13.77 | 124.2% | 5.2% |
| 75Δ | 9.74 | 59.6% | 3.3% | 15.19 | 140.1% | 4.4% |
| 80Δ | 9.51 | 56.6% | 2.5% | 17.47 | 160.8% | 3.6% |
No recorded observations