Share price$12.77
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:43.458Z
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 · 2026-10-23T00:00:00.043506446Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.07 | 251.9% | 40.6% | |||
| 25Δ | 10.21 | 216.8% | 32.8% | |||
| 30Δ | 21.87 | 214.2% | 79.8% | 11.16 | 190.8% | 26.6% |
| 35Δ | 21.42 | 248.0% | 79.5% | 11.95 | 171.3% | 21.6% |
| 40Δ | 17.91 | 214.2% | 52.8% | 12.59 | 156.1% | 17.8% |
| 45Δ | 16.15 | 200.5% | 40.6% | 13.16 | 141.5% | 14.4% |
| 50Δ | 14.47 | 174.1% | 28.1% | 13.60 | 127.4% | 11.5% |
| 55Δ | 13.46 | 162.3% | 21.6% | 14.05 | 114.4% | 8.8% |
| 60Δ | 12.62 | 154.3% | 16.7% | 14.53 | 109.8% | 7.2% |
| 65Δ | 11.91 | 152.8% | 13.5% | 15.01 | 105.2% | 5.6% |
| 70Δ | 11.25 | 145.5% | 10.3% | 15.52 | 101.6% | 4.4% |
| 75Δ | 10.54 | 146.5% | 8.0% | 16.04 | 98.0% | 3.2% |
| 80Δ | 9.77 | 152.7% | 6.2% | 16.65 | 94.8% | 2.3% |
No recorded observations