Share price$11.52
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:40:33.009Z
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 · 2026-10-23T17:35:24.60784179Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.38 | 77.1% | 22.4% | |||
| 25Δ | 10.09 | 64.1% | 16.7% | |||
| 30Δ | 13.31 | 54.5% | 19.2% | 10.51 | 58.7% | 13.7% |
| 35Δ | 12.73 | 46.9% | 14.3% | 10.93 | 53.3% | 10.7% |
| 40Δ | 12.31 | 41.3% | 11.0% | |||
| 45Δ | 11.95 | 36.5% | 8.2% | |||
| 50Δ | 11.79 | 34.2% | 7.2% | |||
| 55Δ | 11.62 | 31.9% | 6.1% | |||
| 60Δ | 11.45 | 29.6% | 5.0% | |||
| 65Δ | 11.28 | 27.3% | 4.0% | |||
| 70Δ | 11.11 | 24.9% | 2.9% | |||
| 75Δ | 10.86 | 24.4% | 2.1% | |||
| 80Δ | 10.41 | 27.6% | 1.6% | |||
No recorded observations