Share price$9.46
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:45:07.920Z
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 · 2026-10-23T16:44:16.314683278Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.75 | 161.2% | 70.5% | 7.59 | 116.6% | 24.1% |
| 25Δ | 12.42 | 114.4% | 35.3% | 7.95 | 113.1% | 21.6% |
| 30Δ | 11.82 | 106.5% | 29.7% | 8.32 | 109.6% | 19.1% |
| 35Δ | 11.23 | 98.6% | 24.1% | 8.69 | 106.1% | 16.7% |
| 40Δ | 10.64 | 90.8% | 18.6% | 9.05 | 102.5% | 14.2% |
| 45Δ | 10.04 | 82.9% | 13.0% | 9.42 | 99.0% | 11.7% |
| 50Δ | 9.70 | 84.2% | 11.4% | 9.78 | 95.5% | 9.2% |
| 55Δ | 9.38 | 86.2% | 10.2% | 10.74 | 106.9% | 7.7% |
| 60Δ | 9.06 | 88.2% | 8.9% | 12.54 | 139.8% | 7.5% |
| 65Δ | 8.74 | 90.3% | 7.6% | 14.34 | 172.7% | 7.3% |
| 70Δ | 8.41 | 92.3% | 6.4% | 16.14 | 205.5% | 7.1% |
| 75Δ | 8.09 | 94.3% | 5.1% | 17.29 | 221.0% | 6.5% |
| 80Δ | 7.77 | 96.3% | 3.9% | 16.42 | 183.3% | 4.5% |
No recorded observations