Share price$8.44
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:15:04.589Z
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 · 2026-10-21T20:36:16.974308418Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.59 | 134.3% | 52.7% | 6.75 | 112.8% | 23.9% |
| 25Δ | 10.41 | 90.4% | 26.8% | 7.53 | 72.3% | 14.2% |
| 30Δ | 10.49 | 102.5% | 28.9% | 7.75 | 71.8% | 12.8% |
| 35Δ | 9.81 | 86.5% | 21.0% | 7.97 | 71.4% | 11.4% |
| 40Δ | 9.13 | 70.4% | 13.2% | 8.19 | 70.9% | 10.1% |
| 45Δ | 8.80 | 73.7% | 11.1% | 8.41 | 70.4% | 8.7% |
| 50Δ | 8.54 | 81.8% | 10.4% | 8.63 | 70.0% | 7.3% |
| 55Δ | 8.29 | 89.9% | 9.7% | 8.84 | 69.5% | 5.9% |
| 60Δ | 8.03 | 98.0% | 9.0% | 9.12 | 71.5% | 4.8% |
| 65Δ | 7.78 | 106.1% | 8.3% | 9.54 | 79.7% | 4.3% |
| 70Δ | 7.52 | 114.2% | 7.6% | 9.95 | 87.9% | 3.8% |
| 75Δ | 7.13 | 114.7% | 6.2% | 10.37 | 88.3% | 3.0% |
| 80Δ | 6.73 | 114.6% | 4.8% | 10.78 | 87.7% | 2.1% |
No recorded observations