Share price$9.42
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:51:27.604Z
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 · 2026-10-23T15:51:09.965549512Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.83 | 177.0% | 82.9% | 7.82 | 88.3% | 20.3% |
| 25Δ | 15.38 | 155.8% | 68.0% | 8.12 | 86.7% | 18.3% |
| 30Δ | 13.93 | 134.6% | 53.0% | 8.41 | 85.1% | 16.3% |
| 35Δ | 12.48 | 113.4% | 38.0% | 8.71 | 83.5% | 14.3% |
| 40Δ | 11.03 | 92.1% | 23.0% | 9.01 | 81.9% | 12.3% |
| 45Δ | 9.92 | 77.2% | 12.0% | 9.31 | 80.2% | 10.3% |
| 50Δ | 9.63 | 78.0% | 10.8% | 9.61 | 78.6% | 8.3% |
| 55Δ | 9.34 | 78.7% | 9.6% | 9.91 | 77.0% | 6.3% |
| 60Δ | 9.05 | 79.5% | 8.4% | 10.36 | 80.1% | 5.2% |
| 65Δ | 8.76 | 80.3% | 7.2% | 10.89 | 85.3% | 4.5% |
| 70Δ | 8.47 | 81.0% | 6.0% | 11.41 | 90.5% | 3.8% |
| 75Δ | 8.18 | 81.8% | 4.8% | 11.93 | 95.7% | 3.1% |
| 80Δ | 7.89 | 82.5% | 3.6% | 12.45 | 100.9% | 2.3% |
No recorded observations