Share price$9.40
1D+7.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:12.402Z
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 · 2026-10-22T23:17:24.84620465Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.93 | 80.0% | 29.4% | 7.77 | 90.7% | 20.8% |
| 25Δ | 11.52 | 79.7% | 25.9% | 8.08 | 89.1% | 18.8% |
| 30Δ | 11.12 | 79.4% | 22.4% | 8.39 | 87.5% | 16.7% |
| 35Δ | 10.72 | 79.1% | 18.9% | 8.70 | 85.9% | 14.7% |
| 40Δ | 10.31 | 78.9% | 15.5% | 9.01 | 84.3% | 12.7% |
| 45Δ | 9.94 | 78.4% | 12.5% | 9.32 | 82.7% | 10.6% |
| 50Δ | 9.66 | 77.5% | 11.2% | 9.63 | 81.2% | 8.6% |
| 55Δ | 9.39 | 76.6% | 10.0% | 9.94 | 79.6% | 6.5% |
| 60Δ | 9.12 | 75.7% | 8.7% | 10.40 | 82.2% | 5.5% |
| 65Δ | 8.84 | 74.8% | 7.5% | 10.90 | 86.0% | 4.7% |
| 70Δ | 8.57 | 73.9% | 6.2% | 11.39 | 89.8% | 3.9% |
| 75Δ | 8.30 | 72.9% | 5.0% | 11.89 | 93.5% | 3.1% |
| 80Δ | 8.02 | 72.0% | 3.7% | 12.39 | 97.3% | 2.3% |
No recorded observations