Share price$8.60
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:58:25.536Z
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 · 2026-10-22T23:56:34.221070298Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.23 | 165.2% | 69.6% | 6.47 | 170.0% | 31.9% |
| 25Δ | 12.78 | 156.0% | 54.0% | 6.98 | 176.4% | 28.6% |
| 30Δ | 12.28 | 165.3% | 49.9% | 7.50 | 164.9% | 24.3% |
| 35Δ | 11.64 | 169.4% | 44.2% | 8.02 | 153.3% | 20.0% |
| 40Δ | 10.87 | 167.2% | 36.9% | 8.53 | 157.6% | 17.9% |
| 45Δ | 10.20 | 165.0% | 30.9% | 9.04 | 161.5% | 15.8% |
| 50Δ | 9.61 | 164.1% | 26.0% | 9.57 | 160.5% | 13.7% |
| 55Δ | 9.06 | 163.9% | 21.7% | 10.10 | 159.3% | 11.6% |
| 60Δ | 8.55 | 167.8% | 18.6% | 10.65 | 156.7% | 9.7% |
| 65Δ | 8.05 | 172.3% | 15.7% | 11.22 | 154.2% | 7.8% |
| 70Δ | 7.51 | 176.4% | 13.0% | 11.85 | 151.9% | 6.2% |
| 75Δ | 6.96 | 180.8% | 10.3% | 12.48 | 148.0% | 4.7% |
| 80Δ | 6.33 | 189.5% | 8.1% | 13.21 | 144.4% | 3.2% |
| Date | IV |
|---|---|
| 139.15% | |
| 138.76% |