Share price$10.18
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:07.782Z
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 · 2026-10-22T20:00:00.324619097Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.39 | 392.6% | 50.9% | |||
| 25Δ | 8.23 | 338.5% | 42.9% | |||
| 30Δ | 9.03 | 289.5% | 35.2% | |||
| 35Δ | 9.83 | 240.5% | 27.5% | |||
| 40Δ | 10.31 | 215.8% | 23.3% | |||
| 45Δ | 21.49 | 390.3% | 132.9% | 10.69 | 197.6% | 20.1% |
| 50Δ | 15.77 | 329.3% | 77.7% | 11.08 | 179.4% | 16.9% |
| 55Δ | 12.82 | 286.3% | 49.9% | 11.47 | 161.3% | 13.7% |
| 60Δ | 11.01 | 238.8% | 32.2% | 11.86 | 143.1% | 10.5% |
| 65Δ | 9.85 | 201.2% | 21.0% | 12.25 | 124.9% | 7.3% |
| 70Δ | 9.49 | 179.2% | 17.8% | 12.75 | 113.0% | 4.8% |
| 75Δ | 9.12 | 157.2% | 14.5% | 13.48 | 112.7% | 3.8% |
| 80Δ | 8.75 | 135.2% | 11.3% | 14.20 | 112.4% | 2.7% |
No recorded observations