Share price$10.28
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T22:24:59.500Z
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 · 2026-10-23T20:00:00.40795677Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.46 | 395.3% | 50.7% | |||
| 25Δ | 8.15 | 329.3% | 41.8% | |||
| 30Δ | 8.81 | 264.5% | 33.0% | |||
| 35Δ | 9.48 | 199.7% | 24.2% | |||
| 40Δ | 10.09 | 147.5% | 16.9% | |||
| 45Δ | 21.30 | 391.4% | 128.8% | 10.50 | 140.5% | 14.8% |
| 50Δ | 16.08 | 338.5% | 79.4% | 10.91 | 133.6% | 12.7% |
| 55Δ | 12.88 | 287.9% | 49.0% | 11.33 | 126.6% | 10.6% |
| 60Δ | 11.12 | 243.1% | 32.3% | 11.74 | 119.7% | 8.5% |
| 65Δ | 9.82 | 207.7% | 20.4% | 12.15 | 112.8% | 6.4% |
| 70Δ | 9.20 | 191.8% | 16.1% | 12.66 | 107.2% | 4.5% |
| 75Δ | 8.58 | 175.9% | 11.9% | 13.71 | 109.2% | 3.6% |
| 80Δ | 7.96 | 160.0% | 7.7% | 14.76 | 111.2% | 2.7% |
No recorded observations