Share price$12.73
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:47.572Z
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 · 2026-10-22T23:37:56.064147729Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.04 | 251.7% | 40.6% | |||
| 25Δ | 10.18 | 216.6% | 32.8% | |||
| 30Δ | 21.93 | 216.2% | 80.9% | 11.12 | 190.5% | 26.6% |
| 35Δ | 21.42 | 248.9% | 80.0% | 11.91 | 171.1% | 21.6% |
| 40Δ | 17.90 | 215.1% | 53.3% | 12.55 | 155.8% | 17.8% |
| 45Δ | 16.13 | 201.6% | 41.0% | 13.12 | 141.4% | 14.4% |
| 50Δ | 14.45 | 175.4% | 28.4% | 13.56 | 127.5% | 11.6% |
| 55Δ | 13.43 | 163.4% | 21.8% | 13.99 | 113.6% | 8.7% |
| 60Δ | 12.59 | 156.0% | 17.0% | 14.46 | 108.7% | 7.2% |
| 65Δ | 11.88 | 154.5% | 13.7% | 14.92 | 104.0% | 5.6% |
| 70Δ | 11.21 | 147.2% | 10.4% | 15.42 | 100.1% | 4.4% |
| 75Δ | 10.48 | 149.6% | 8.2% | 15.91 | 96.3% | 3.2% |
| 80Δ | 9.70 | 156.5% | 6.4% | 16.48 | 92.5% | 2.2% |
No recorded observations