Share price$5.93
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:22:00.300Z
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 · 2026-10-21T23:00:00.002193098Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.85 | 210.9% | 105.3% | 3.67 | 352.2% | 56.2% |
| 25Δ | 9.99 | 191.6% | 74.9% | 4.20 | 337.0% | 51.8% |
| 30Δ | 9.43 | 199.9% | 69.6% | 4.73 | 321.7% | 47.4% |
| 35Δ | 8.88 | 208.2% | 64.4% | 5.26 | 306.4% | 43.0% |
| 40Δ | 8.32 | 216.5% | 59.2% | 5.79 | 291.1% | 38.7% |
| 45Δ | 7.77 | 224.8% | 54.0% | 6.32 | 275.8% | 34.3% |
| 50Δ | 7.21 | 233.2% | 48.8% | 6.85 | 260.5% | 29.9% |
| 55Δ | 6.66 | 241.5% | 43.6% | 7.39 | 245.3% | 25.5% |
| 60Δ | 6.10 | 249.8% | 38.4% | 7.92 | 230.0% | 21.1% |
| 65Δ | 5.55 | 258.1% | 33.1% | 8.45 | 214.7% | 16.7% |
| 70Δ | 4.99 | 266.4% | 27.9% | 8.98 | 199.4% | 12.3% |
| 75Δ | 4.44 | 274.8% | 22.7% | 9.51 | 184.1% | 7.9% |
| 80Δ | 3.88 | 283.1% | 17.5% | 10.23 | 173.0% | 3.8% |
No recorded observations