Share price$9.71
1D+1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:20.226Z
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 · 2026-10-23T16:43:13.958385964Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.90 | 126.5% | 46.7% | 7.64 | 130.5% | 26.2% |
| 25Δ | 13.44 | 135.1% | 43.3% | 8.15 | 128.5% | 22.5% |
| 30Δ | 12.97 | 143.2% | 39.9% | 8.60 | 125.3% | 19.5% |
| 35Δ | 12.10 | 136.4% | 32.1% | 9.05 | 122.4% | 16.6% |
| 40Δ | 11.32 | 125.0% | 24.8% | 9.46 | 122.0% | 14.5% |
| 45Δ | 10.74 | 119.6% | 20.0% | 9.88 | 121.5% | 12.5% |
| 50Δ | 10.29 | 118.7% | 16.9% | 10.35 | 123.9% | 10.9% |
| 55Δ | 9.86 | 121.2% | 14.4% | 10.84 | 127.4% | 9.5% |
| 60Δ | 9.44 | 130.0% | 13.0% | 11.30 | 125.8% | 8.0% |
| 65Δ | 9.03 | 138.7% | 11.7% | 11.74 | 121.8% | 6.4% |
| 70Δ | 8.55 | 140.2% | 9.6% | 12.21 | 118.3% | 5.0% |
| 75Δ | 8.07 | 140.9% | 7.5% | 12.73 | 115.6% | 3.8% |
| 80Δ | 7.48 | 146.8% | 5.8% | 14.09 | 130.4% | 3.0% |
No recorded observations