Share price$9.84
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:44.263Z
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 · 2026-10-22T23:00:00.002606011Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.01 | 42.8% | 13.2% | 8.61 | 60.7% | 14.6% |
| 25Δ | 10.82 | 42.8% | 11.8% | 8.94 | 58.5% | 11.8% |
| 30Δ | 10.65 | 43.0% | 10.5% | 9.16 | 56.8% | 10.3% |
| 35Δ | 10.47 | 43.2% | 9.3% | 9.36 | 55.2% | 8.9% |
| 40Δ | 10.29 | 43.4% | 8.0% | 9.56 | 53.6% | 7.6% |
| 45Δ | 10.12 | 43.6% | 6.8% | 9.77 | 52.0% | 6.3% |
| 50Δ | 9.93 | 44.6% | 5.7% | 9.97 | 50.4% | 5.0% |
| 55Δ | 9.74 | 46.9% | 5.2% | 10.18 | 50.9% | 4.2% |
| 60Δ | 9.55 | 49.3% | 4.6% | 10.40 | 51.8% | 3.6% |
| 65Δ | 9.37 | 51.6% | 4.0% | 10.62 | 52.8% | 3.0% |
| 70Δ | 9.18 | 54.0% | 3.4% | 10.84 | 53.7% | 2.4% |
| 75Δ | 8.98 | 56.0% | 2.9% | 11.27 | 58.7% | 1.9% |
| 80Δ | 8.73 | 54.3% | 2.3% | 12.21 | 74.2% | 1.6% |
No recorded observations