Share price$10.99
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:41.258Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T14:52:33.223490987Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 14.87 | 86.6% | 40.0% | |||
| 30Δ | 14.32 | 85.8% | 37.1% | |||
| 35Δ | 13.78 | 84.9% | 34.3% | |||
| 40Δ | 13.24 | 84.1% | 31.4% | |||
| 45Δ | 12.69 | 83.2% | 28.6% | |||
| 50Δ | 12.15 | 82.3% | 25.8% | |||
| 55Δ | 11.61 | 81.5% | 22.9% | |||
| 60Δ | 11.06 | 80.6% | 20.1% | |||
| 65Δ | 10.52 | 79.7% | 17.3% | |||
| 70Δ | 9.97 | 78.9% | 14.4% | |||
| 75Δ | 9.43 | 78.0% | 11.6% | |||
| 80Δ | 8.89 | 77.2% | 8.7% | 13.50 | 43.9% | 0.9% |
No recorded observations