Share price$7.47
1D-38.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:25.406Z
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 · 2026-10-22T23:46:44.582056325Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.01 | 154.9% | 64.9% | 5.80 | 104.8% | 26.2% |
| 25Δ | 11.16 | 152.5% | 54.7% | 6.14 | 100.6% | 22.8% |
| 30Δ | 10.30 | 150.1% | 44.4% | 6.47 | 96.3% | 19.5% |
| 35Δ | 9.66 | 144.2% | 37.1% | 6.80 | 92.0% | 16.1% |
| 40Δ | 9.15 | 136.3% | 31.4% | 7.13 | 87.8% | 12.7% |
| 45Δ | 8.64 | 128.4% | 25.6% | 7.47 | 83.5% | 9.3% |
| 50Δ | 8.13 | 120.5% | 19.8% | 9.53 | 114.5% | 8.6% |
| 55Δ | 7.61 | 112.7% | 14.1% | 11.78 | 149.2% | 8.2% |
| 60Δ | 7.12 | 133.5% | 12.5% | 14.03 | 184.0% | 7.8% |
| 65Δ | 6.64 | 162.4% | 12.1% | 16.27 | 218.8% | 7.4% |
| 70Δ | 6.16 | 191.4% | 11.7% | 18.52 | 253.6% | 7.0% |
| 75Δ | 5.68 | 220.3% | 11.3% | 20.77 | 288.3% | 6.6% |
| 80Δ | 5.20 | 249.3% | 10.9% | 23.14 | 303.6% | 5.7% |
| Date | IV |
|---|---|
| 127.40% | |
| 121.61% |