Share price$6.36
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:07:42.350Z
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 · 2026-10-22T23:00:00.003711101Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.83 | 103.6% | 41.5% | 5.27 | 88.5% | 21.2% |
| 25Δ | 7.98 | 89.6% | 28.7% | 5.48 | 87.6% | 19.5% |
| 30Δ | 7.41 | 82.0% | 20.8% | 5.69 | 86.7% | 17.7% |
| 35Δ | 7.19 | 82.6% | 19.1% | 5.90 | 85.8% | 16.0% |
| 40Δ | 6.98 | 83.2% | 17.5% | 6.11 | 84.9% | 14.3% |
| 45Δ | 6.77 | 83.9% | 15.8% | 6.32 | 84.0% | 12.6% |
| 50Δ | 6.55 | 84.5% | 14.2% | 6.53 | 83.1% | 10.9% |
| 55Δ | 6.34 | 85.2% | 12.5% | 6.74 | 82.2% | 9.1% |
| 60Δ | 6.13 | 85.8% | 10.9% | 6.95 | 81.3% | 7.4% |
| 65Δ | 5.91 | 86.5% | 9.2% | 7.16 | 80.4% | 5.7% |
| 70Δ | 5.70 | 87.1% | 7.6% | 7.37 | 79.5% | 4.0% |
| 75Δ | 5.48 | 87.8% | 5.9% | 8.29 | 103.0% | 3.2% |
| 80Δ | 5.27 | 88.4% | 4.3% | |||
No recorded observations