Share price$10.03
1D-18.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:01:31.473Z
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 · 2026-10-23T00:00:07.9197658Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:01:30.174932+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.43 | 161.8% | 68.0% | 7.84 | 135.6% | 27.1% |
| 25Δ | 14.90 | 155.9% | 53.9% | 8.35 | 138.6% | 24.2% |
| 30Δ | 13.63 | 146.4% | 42.3% | 8.84 | 142.3% | 21.6% |
| 35Δ | 12.70 | 141.0% | 34.3% | 9.34 | 143.6% | 19.1% |
| 40Δ | 12.15 | 145.9% | 30.6% | 9.86 | 143.7% | 16.7% |
| 45Δ | 11.47 | 140.3% | 25.1% | 10.44 | 147.9% | 14.8% |
| 50Δ | 10.82 | 135.3% | 20.1% | 11.04 | 152.8% | 13.1% |
| 55Δ | 10.33 | 138.4% | 17.5% | 11.55 | 147.1% | 10.9% |
| 60Δ | 9.85 | 139.7% | 14.8% | 12.08 | 142.5% | 8.9% |
| 65Δ | 9.35 | 137.1% | 11.9% | 12.87 | 146.9% | 7.5% |
| 70Δ | 8.85 | 136.2% | 9.4% | 13.95 | 155.8% | 6.3% |
| 75Δ | 8.32 | 139.5% | 7.6% | 14.76 | 152.8% | 4.8% |
| 80Δ | 7.77 | 141.4% | 5.8% | 15.87 | 153.2% | 3.4% |
No recorded observations