Share price$5.71
1D-6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:28:24.728Z
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 · 2026-10-22T00:00:00.569586747Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.87 | 221.0% | 113.2% | 4.28 | 162.7% | 31.5% |
| 25Δ | 9.96 | 201.7% | 81.0% | 4.66 | 153.5% | 26.6% |
| 30Δ | 8.81 | 189.2% | 62.2% | 5.03 | 145.3% | 21.9% |
| 35Δ | 8.15 | 188.3% | 52.3% | 5.34 | 148.3% | 19.7% |
| 40Δ | 7.52 | 183.7% | 43.0% | 5.65 | 151.3% | 17.5% |
| 45Δ | 6.93 | 178.6% | 34.4% | 5.96 | 154.3% | 15.3% |
| 50Δ | 6.51 | 176.4% | 29.0% | 6.42 | 163.6% | 13.8% |
| 55Δ | 6.08 | 174.2% | 23.6% | 6.89 | 173.6% | 12.3% |
| 60Δ | 5.71 | 169.4% | 19.3% | 7.47 | 180.9% | 10.8% |
| 65Δ | 5.36 | 163.9% | 15.3% | 8.12 | 187.0% | 9.1% |
| 70Δ | 5.01 | 158.5% | 11.3% | 8.87 | 191.9% | 7.5% |
| 75Δ | 4.65 | 160.2% | 9.1% | 9.42 | 185.4% | 5.7% |
| 80Δ | 4.30 | 162.0% | 6.9% | 9.94 | 176.7% | 3.9% |
No recorded observations