Share price$9.50
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:42:38.461Z
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 · 2026-10-22T22:02:25.640722926Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.97 | 151.8% | 61.5% | 7.35 | 144.7% | 27.9% |
| 25Δ | 12.44 | 112.5% | 35.0% | 7.93 | 135.6% | 24.1% |
| 30Δ | 11.92 | 109.4% | 30.6% | 8.41 | 137.3% | 21.7% |
| 35Δ | 11.40 | 106.3% | 26.2% | 8.88 | 139.0% | 19.3% |
| 40Δ | 10.88 | 103.2% | 21.7% | 9.36 | 140.7% | 16.9% |
| 45Δ | 10.37 | 100.1% | 17.3% | 9.84 | 142.4% | 14.5% |
| 50Δ | 9.88 | 100.1% | 13.8% | 10.66 | 149.4% | 12.8% |
| 55Δ | 9.46 | 107.7% | 12.5% | 11.66 | 159.2% | 11.4% |
| 60Δ | 9.05 | 115.3% | 11.2% | 12.67 | 169.0% | 10.0% |
| 65Δ | 8.63 | 122.9% | 9.9% | 13.67 | 178.8% | 8.7% |
| 70Δ | 8.22 | 130.5% | 8.6% | 14.68 | 188.5% | 7.3% |
| 75Δ | 7.80 | 138.1% | 7.3% | 16.22 | 196.2% | 5.8% |
| 80Δ | 7.24 | 150.7% | 6.0% | 19.90 | 225.5% | 4.7% |
No recorded observations