Share price$11.09
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:51:18.525Z
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 · 2026-10-22T15:51:07.444431096Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.68 | 116.2% | 53.7% | 9.50 | 83.2% | 17.3% |
| 25Δ | 22.03 | 238.0% | 106.1% | 10.19 | 51.1% | 10.9% |
| 30Δ | 10.42 | 51.4% | 10.0% | |||
| 35Δ | 10.65 | 51.7% | 9.0% | |||
| 40Δ | 10.88 | 52.0% | 8.1% | |||
| 45Δ | 11.11 | 52.3% | 7.2% | |||
| 50Δ | 11.34 | 52.6% | 6.3% | |||
| 55Δ | 11.57 | 52.9% | 5.4% | |||
| 60Δ | 11.79 | 53.2% | 4.5% | |||
| 65Δ | 12.02 | 53.5% | 3.6% | |||
| 70Δ | 12.25 | 53.8% | 2.7% | |||
| 75Δ | 12.48 | 54.1% | 1.8% | |||
| 80Δ | 13.87 | 67.4% | 1.3% | |||
No recorded observations