Share price$8.65
1D-1.9%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:52.496Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:49.726872375Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:51.976841+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.48 | 552.1% | 75.4% | 7.17 | 338.0% | 19.9% |
| 25Δ | 13.79 | 650.4% | 67.4% | 8.04 | 159.7% | 8.9% |
| 30Δ | 14.17 | 762.2% | 75.5% | 8.18 | 158.8% | 7.9% |
| 35Δ | 11.47 | 449.3% | 39.8% | 8.32 | 157.8% | 6.9% |
| 40Δ | 8.99 | 163.7% | 7.1% | 8.45 | 156.9% | 5.8% |
| 45Δ | 8.86 | 161.5% | 6.2% | 8.59 | 160.0% | 5.1% |
| 50Δ | 8.72 | 159.4% | 5.3% | 8.73 | 165.1% | 4.5% |
| 55Δ | 8.59 | 157.3% | 4.4% | 8.87 | 170.2% | 4.0% |
| 60Δ | 8.45 | 156.2% | 3.6% | 9.01 | 174.0% | 3.4% |
| 65Δ | 8.32 | 157.1% | 3.0% | 9.14 | 166.4% | 2.8% |
| 70Δ | 8.18 | 157.9% | 2.5% | 9.26 | 158.8% | 2.2% |
| 75Δ | 8.04 | 158.8% | 1.9% | 9.39 | 151.2% | 1.7% |
| 80Δ | 7.84 | 162.9% | 1.5% | 10.61 | 217.5% | 1.8% |
| Date | IV |
|---|---|
| 136.04% | |
| 161.15% |