Share price$7.72
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:21.281Z
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 · 2026-10-22T21:27:34.24857144Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.08 | 223.8% | 126.1% | 4.73 | 243.1% | 43.1% |
| 25Δ | 16.04 | 202.9% | 112.6% | 5.51 | 186.9% | 32.7% |
| 30Δ | 15.00 | 181.9% | 99.2% | 6.30 | 130.6% | 22.3% |
| 35Δ | 13.96 | 160.9% | 85.8% | 7.09 | 74.4% | 11.8% |
| 40Δ | 12.92 | 140.0% | 72.4% | 8.06 | 56.1% | 6.3% |
| 45Δ | 11.88 | 119.0% | 59.0% | 9.23 | 79.1% | 6.1% |
| 50Δ | 10.85 | 98.0% | 45.6% | 10.40 | 102.2% | 5.9% |
| 55Δ | 9.81 | 77.1% | 32.1% | 11.57 | 125.3% | 5.8% |
| 60Δ | 8.77 | 56.1% | 18.7% | 12.74 | 148.4% | 5.6% |
| 65Δ | 7.73 | 35.1% | 5.3% | 13.91 | 171.5% | 5.4% |
| 70Δ | 15.08 | 194.6% | 5.2% | |||
| 75Δ | 16.26 | 217.7% | 5.0% | |||
| 80Δ | 17.43 | 240.7% | 4.8% | |||
| Date | IV |
|---|---|
| 53.55% | |
| 49.22% |