Share price$10.60
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:55:31.920Z
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 · 2026-10-23T15:47:08.436488124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.61 | 387.2% | 50.4% | |||
| 25Δ | 8.36 | 315.6% | 40.8% | |||
| 30Δ | 9.11 | 243.9% | 31.2% | |||
| 35Δ | 9.86 | 172.2% | 21.6% | |||
| 40Δ | 10.40 | 153.9% | 17.8% | |||
| 45Δ | 20.75 | 372.4% | 116.9% | 10.89 | 147.4% | 15.4% |
| 50Δ | 15.94 | 321.5% | 72.7% | 11.39 | 141.0% | 13.0% |
| 55Δ | 12.97 | 272.8% | 45.4% | 11.88 | 134.5% | 10.6% |
| 60Δ | 11.35 | 231.6% | 30.4% | 12.37 | 128.1% | 8.2% |
| 65Δ | 9.99 | 192.9% | 17.9% | 12.83 | 121.7% | 6.7% |
| 70Δ | 9.52 | 175.8% | 14.8% | 13.27 | 115.2% | 5.4% |
| 75Δ | 9.06 | 158.6% | 11.7% | 13.71 | 108.8% | 4.2% |
| 80Δ | 8.59 | 141.4% | 8.6% | 14.16 | 102.4% | 3.0% |
No recorded observations