Share price$11.38
1D+6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:24:01.829Z
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 · 2026-10-23T00:00:07.611048665Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.67 | 163.1% | 68.3% | 8.52 | 173.3% | 32.2% |
| 25Δ | 16.93 | 156.3% | 54.1% | 9.25 | 173.3% | 28.3% |
| 30Δ | 15.70 | 152.3% | 44.6% | 9.95 | 175.2% | 25.1% |
| 35Δ | 14.69 | 149.7% | 37.1% | 10.68 | 177.8% | 22.3% |
| 40Δ | 14.01 | 154.3% | 33.0% | 11.38 | 176.0% | 19.5% |
| 45Δ | 13.27 | 154.5% | 28.2% | 12.08 | 171.3% | 16.6% |
| 50Δ | 12.55 | 153.3% | 23.8% | 12.90 | 175.3% | 14.6% |
| 55Δ | 11.86 | 152.6% | 19.8% | 13.72 | 174.7% | 12.4% |
| 60Δ | 11.25 | 156.0% | 16.9% | 14.51 | 171.5% | 10.3% |
| 65Δ | 10.62 | 157.0% | 14.0% | 15.37 | 169.0% | 8.4% |
| 70Δ | 9.98 | 156.4% | 11.1% | 16.44 | 169.5% | 6.7% |
| 75Δ | 9.34 | 156.4% | 8.7% | 17.84 | 172.7% | 5.2% |
| 80Δ | 8.67 | 156.5% | 6.5% | 19.07 | 168.9% | 3.7% |
No recorded observations