Share price$9.62
1D-12.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:41:12.228Z
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 · 2026-10-22T22:35:00.837796105Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.65 | 237.6% | 35.0% | |||
| 30Δ | 21.76 | 302.8% | 137.2% | 8.32 | 222.0% | 30.3% |
| 35Δ | 16.54 | 254.4% | 83.8% | 8.99 | 206.5% | 25.7% |
| 40Δ | 14.50 | 238.2% | 64.4% | 9.67 | 191.0% | 21.0% |
| 45Δ | 13.35 | 232.0% | 54.7% | 10.22 | 178.2% | 17.5% |
| 50Δ | 12.20 | 225.8% | 44.9% | 10.67 | 168.2% | 15.1% |
| 55Δ | 11.05 | 219.6% | 35.2% | 11.11 | 158.3% | 12.7% |
| 60Δ | 9.94 | 212.6% | 25.9% | 11.55 | 148.3% | 10.3% |
| 65Δ | 9.28 | 197.6% | 20.8% | 12.00 | 138.3% | 7.9% |
| 70Δ | 8.63 | 182.6% | 15.7% | 12.44 | 128.4% | 5.5% |
| 75Δ | 7.97 | 167.7% | 10.7% | 13.44 | 126.5% | 4.2% |
| 80Δ | 7.13 | 178.6% | 7.1% | 14.53 | 126.0% | 3.1% |
No recorded observations