Share price$7.35
1D+4.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:08:01.583Z
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 · 2026-10-22T20:00:00.070410662Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:08:01.155367+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.51 | 211.0% | 102.5% | 4.06 | 292.5% | 50.8% |
| 25Δ | 11.92 | 167.8% | 67.3% | 4.63 | 254.8% | 43.4% |
| 30Δ | 10.99 | 144.3% | 54.7% | 5.20 | 217.2% | 36.0% |
| 35Δ | 10.05 | 120.8% | 42.1% | 5.77 | 179.6% | 28.6% |
| 40Δ | 9.12 | 97.3% | 29.5% | 6.34 | 141.9% | 21.2% |
| 45Δ | 8.19 | 73.8% | 16.9% | 6.91 | 104.3% | 13.8% |
| 50Δ | 7.48 | 66.7% | 6.4% | |||
| 55Δ | 7.91 | 73.0% | 5.6% | |||
| 60Δ | 8.34 | 81.1% | 5.0% | |||
| 65Δ | 8.77 | 89.2% | 4.4% | |||
| 70Δ | 9.19 | 97.3% | 3.8% | |||
| 75Δ | 9.62 | 105.4% | 3.2% | |||
| 80Δ | 10.84 | 131.3% | 2.9% | |||
| Date | IV |
|---|---|
| 66.26% |