Share price$12.70
1D+3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:50.841Z
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 · 2026-10-22T21:13:56.983095203Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.07 | 104.7% | 37.3% | 10.46 | 98.4% | 21.2% |
| 25Δ | 15.57 | 88.2% | 25.9% | 11.02 | 94.7% | 17.8% |
| 30Δ | 14.86 | 84.4% | 21.0% | 11.48 | 92.2% | 15.4% |
| 35Δ | 14.40 | 85.1% | 18.4% | 11.93 | 89.6% | 13.0% |
| 40Δ | 13.95 | 85.5% | 15.8% | 12.35 | 90.6% | 11.4% |
| 45Δ | 13.51 | 82.9% | 13.4% | 12.76 | 92.3% | 10.0% |
| 50Δ | 13.08 | 80.4% | 10.9% | 13.19 | 92.8% | 8.7% |
| 55Δ | 12.68 | 85.5% | 9.7% | 13.61 | 91.7% | 7.3% |
| 60Δ | 12.30 | 92.3% | 8.9% | 14.04 | 90.5% | 6.0% |
| 65Δ | 11.91 | 96.7% | 7.9% | 14.45 | 87.7% | 4.9% |
| 70Δ | 11.51 | 92.6% | 6.2% | 14.86 | 84.9% | 3.7% |
| 75Δ | 11.11 | 88.5% | 4.6% | 15.30 | 81.6% | 2.8% |
| 80Δ | 10.59 | 90.2% | 3.5% | 15.73 | 78.2% | 1.9% |
No recorded observations