Share price$6.10
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:25:08.836Z
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 · 2026-10-21T23:38:37.941263559Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.00 | 102.2% | 21.7% | |||
| 25Δ | 9.97 | 182.4% | 69.5% | 5.25 | 102.2% | 20.0% |
| 30Δ | 7.32 | 95.6% | 25.1% | 5.49 | 102.2% | 18.3% |
| 35Δ | 7.07 | 98.1% | 23.0% | 5.73 | 102.2% | 16.5% |
| 40Δ | 6.83 | 100.5% | 20.9% | 5.98 | 102.2% | 14.8% |
| 45Δ | 6.59 | 103.0% | 18.9% | 6.22 | 102.2% | 13.1% |
| 50Δ | 6.35 | 105.5% | 16.8% | 6.46 | 102.2% | 11.4% |
| 55Δ | 6.11 | 107.9% | 14.8% | 6.71 | 102.2% | 9.7% |
| 60Δ | 5.87 | 110.4% | 12.7% | 6.95 | 102.2% | 8.0% |
| 65Δ | 5.62 | 112.8% | 10.6% | 7.19 | 102.2% | 6.3% |
| 70Δ | 5.38 | 115.3% | 8.6% | 7.44 | 102.2% | 4.5% |
| 75Δ | 5.14 | 117.7% | 6.5% | 8.46 | 123.2% | 3.8% |
| 80Δ | 4.67 | 140.3% | 5.1% | 9.77 | 151.7% | 3.4% |
No recorded observations