Share price$9.93
1D-10.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:22:50.285Z
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 · 2026-10-22T20:18:39.678013706Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.87 | 241.6% | 35.6% | |||
| 30Δ | 22.47 | 303.0% | 137.4% | 8.60 | 225.5% | 30.6% |
| 35Δ | 16.52 | 243.2% | 77.9% | 9.34 | 209.4% | 25.6% |
| 40Δ | 14.53 | 226.3% | 59.6% | 10.06 | 193.9% | 20.9% |
| 45Δ | 13.43 | 219.1% | 50.6% | 10.58 | 184.0% | 18.1% |
| 50Δ | 12.33 | 211.8% | 41.5% | 11.11 | 174.0% | 15.4% |
| 55Δ | 11.24 | 204.6% | 32.5% | 11.64 | 164.0% | 12.6% |
| 60Δ | 10.14 | 197.4% | 23.5% | 12.16 | 154.1% | 9.9% |
| 65Δ | 9.53 | 182.7% | 18.9% | 12.75 | 146.4% | 7.6% |
| 70Δ | 8.99 | 167.0% | 14.9% | 13.45 | 142.9% | 6.1% |
| 75Δ | 8.45 | 151.3% | 10.8% | 14.14 | 139.5% | 4.6% |
| 80Δ | 7.92 | 135.6% | 6.8% | 14.84 | 136.0% | 3.1% |
No recorded observations