Share price$8.76
1D-6.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T04:25:34.043Z
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 · 2026-10-21T20:00:00.451551976Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.01 | 313.4% | 46.7% | |||
| 25Δ | 6.92 | 273.3% | 38.3% | |||
| 30Δ | 7.73 | 243.6% | 31.5% | |||
| 35Δ | 8.40 | 233.5% | 27.6% | |||
| 40Δ | 9.07 | 223.3% | 23.6% | |||
| 45Δ | 9.73 | 213.1% | 19.7% | |||
| 50Δ | 13.14 | 312.1% | 72.2% | 10.53 | 209.4% | 16.7% |
| 55Δ | 11.45 | 300.5% | 55.6% | 11.40 | 209.8% | 14.4% |
| 60Δ | 10.02 | 292.6% | 42.1% | 12.28 | 210.3% | 12.1% |
| 65Δ | 8.94 | 270.3% | 31.8% | 13.65 | 217.5% | 10.2% |
| 70Δ | 7.86 | 247.7% | 21.5% | |||
| 75Δ | 6.93 | 251.8% | 16.1% | |||
| 80Δ | 6.08 | 269.1% | 13.0% | |||
No recorded observations