Share price$9.48
1D+7.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:22:13.077Z
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 · 2026-10-22T18:21:59.341146964Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.88 | 173.9% | 82.4% | 7.80 | 92.4% | 21.2% |
| 25Δ | 15.53 | 155.6% | 68.7% | 8.12 | 90.7% | 19.1% |
| 30Δ | 14.19 | 137.2% | 55.0% | 8.44 | 89.0% | 16.9% |
| 35Δ | 12.84 | 118.9% | 41.3% | 8.76 | 87.3% | 14.8% |
| 40Δ | 11.49 | 100.6% | 27.6% | 9.08 | 85.6% | 12.7% |
| 45Δ | 10.15 | 82.2% | 13.9% | 9.40 | 83.9% | 10.6% |
| 50Δ | 9.78 | 77.7% | 11.3% | 9.72 | 82.3% | 8.4% |
| 55Δ | 9.53 | 74.8% | 10.2% | 10.07 | 81.7% | 6.5% |
| 60Δ | 9.28 | 72.0% | 9.0% | 10.65 | 89.0% | 5.8% |
| 65Δ | 9.03 | 69.1% | 7.8% | 11.23 | 96.2% | 5.0% |
| 70Δ | 8.78 | 66.2% | 6.6% | 11.80 | 103.4% | 4.3% |
| 75Δ | 8.53 | 63.4% | 5.4% | 12.38 | 110.6% | 3.6% |
| 80Δ | 8.28 | 60.5% | 4.2% | 15.03 | 153.2% | 3.4% |
No recorded observations