Share price$9.39
1D+6.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:08:58.402Z
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 · 2026-10-22T20:06:02.467141224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.92 | 80.2% | 29.5% | 7.77 | 90.5% | 20.8% |
| 25Δ | 11.52 | 80.0% | 26.0% | 8.08 | 88.9% | 18.7% |
| 30Δ | 11.11 | 79.7% | 22.5% | 8.38 | 87.3% | 16.7% |
| 35Δ | 10.71 | 79.5% | 19.0% | 8.69 | 85.6% | 14.7% |
| 40Δ | 10.31 | 79.2% | 15.5% | 9.00 | 84.0% | 12.6% |
| 45Δ | 9.93 | 78.8% | 12.6% | 9.31 | 82.4% | 10.6% |
| 50Δ | 9.66 | 78.0% | 11.3% | 9.61 | 80.8% | 8.6% |
| 55Δ | 9.38 | 77.3% | 10.0% | 9.92 | 79.2% | 6.5% |
| 60Δ | 9.10 | 76.5% | 8.8% | 10.37 | 81.5% | 5.4% |
| 65Δ | 8.83 | 75.7% | 7.5% | 10.86 | 85.1% | 4.6% |
| 70Δ | 8.55 | 74.9% | 6.2% | 11.36 | 88.7% | 3.9% |
| 75Δ | 8.27 | 74.1% | 5.0% | 11.85 | 92.4% | 3.1% |
| 80Δ | 8.00 | 73.3% | 3.7% | 12.35 | 96.0% | 2.3% |
No recorded observations