Share price$8.60
1D-8.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:00:19.617Z
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 · 2026-10-22T23:00:00.002744176Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:00:19.094715+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.21 | 128.0% | 56.7% | 6.86 | 107.8% | 23.6% |
| 25Δ | 11.90 | 112.9% | 42.1% | 7.56 | 85.6% | 16.3% |
| 30Δ | 10.59 | 97.7% | 27.5% | 7.83 | 85.2% | 14.9% |
| 35Δ | 9.84 | 91.2% | 19.9% | 8.10 | 84.9% | 13.4% |
| 40Δ | 9.54 | 91.8% | 18.0% | 8.37 | 84.6% | 12.0% |
| 45Δ | 9.25 | 92.4% | 16.1% | 8.64 | 84.3% | 10.6% |
| 50Δ | 8.95 | 93.0% | 14.2% | 8.91 | 83.9% | 9.2% |
| 55Δ | 8.65 | 93.6% | 12.3% | 9.18 | 83.6% | 7.8% |
| 60Δ | 8.36 | 94.2% | 10.4% | 9.45 | 83.3% | 6.4% |
| 65Δ | 8.06 | 94.8% | 8.5% | 9.72 | 82.9% | 5.0% |
| 70Δ | 7.77 | 95.4% | 6.6% | 9.99 | 82.6% | 3.6% |
| 75Δ | 7.43 | 98.5% | 4.9% | |||
| 80Δ | 6.66 | 124.4% | 4.3% | |||
| Date | IV |
|---|---|
| 74.88% | |
| 71.30% |