Share price$8.58
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:27:07.028Z
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 · 2026-10-21T20:00:00.641897609Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.13 | 291.5% | 52.0% | |||
| 25Δ | 7.04 | 242.8% | 42.5% | |||
| 30Δ | 7.74 | 208.5% | 35.2% | |||
| 35Δ | 8.24 | 189.2% | 30.3% | |||
| 40Δ | 8.73 | 169.9% | 25.3% | |||
| 45Δ | 9.23 | 150.6% | 20.4% | |||
| 50Δ | 9.72 | 131.3% | 15.4% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | 6.99 | 143.0% | 13.6% | |||
| 80Δ | 6.43 | 133.8% | 10.3% | |||
No recorded observations