Share price$8.21
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:35.665Z
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 · 2026-10-22T20:10:00.002059867Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.21 | 157.0% | 65.0% | 7.55 | 40.2% | 9.7% |
| 25Δ | 14.75 | 202.1% | 85.9% | 7.72 | 40.7% | 9.0% |
| 30Δ | 14.05 | 187.5% | 77.9% | 7.89 | 41.3% | 8.4% |
| 35Δ | 13.36 | 172.9% | 69.8% | 8.06 | 41.8% | 7.7% |
| 40Δ | 12.66 | 158.2% | 61.8% | 8.23 | 42.4% | 7.0% |
| 45Δ | 11.97 | 143.6% | 53.8% | 8.40 | 42.9% | 6.3% |
| 50Δ | 11.27 | 129.0% | 45.8% | 8.58 | 43.4% | 5.7% |
| 55Δ | 10.58 | 114.3% | 37.8% | 8.75 | 44.0% | 5.0% |
| 60Δ | 9.88 | 99.7% | 29.8% | 8.92 | 44.5% | 4.3% |
| 65Δ | 9.19 | 85.1% | 21.8% | 9.09 | 45.0% | 3.7% |
| 70Δ | 8.49 | 70.4% | 13.7% | 9.26 | 45.6% | 3.0% |
| 75Δ | 7.80 | 55.8% | 5.7% | 9.43 | 46.1% | 2.3% |
| 80Δ | 9.61 | 46.7% | 1.7% | |||
No recorded observations