Share price$7.96
1D-1.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:00:31.955Z
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 · 2026-10-21T17:00:31.062268697Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:31.516743+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.29 | 186.7% | 18.0% | 7.44 | 111.5% | 7.5% |
| 25Δ | 8.44 | 107.8% | 7.2% | 7.57 | 105.0% | 6.2% |
| 30Δ | 8.35 | 109.0% | 6.5% | 7.65 | 105.7% | 5.6% |
| 35Δ | 8.26 | 110.3% | 5.8% | 7.74 | 106.4% | 4.9% |
| 40Δ | 8.17 | 111.5% | 5.0% | 7.82 | 107.2% | 4.3% |
| 45Δ | 8.08 | 112.7% | 4.3% | 7.90 | 107.9% | 3.7% |
| 50Δ | 7.99 | 114.1% | 3.6% | 7.99 | 108.6% | 3.1% |
| 55Δ | 7.89 | 116.3% | 3.2% | 8.08 | 109.6% | 2.7% |
| 60Δ | 7.80 | 118.5% | 2.7% | 8.18 | 110.7% | 2.3% |
| 65Δ | 7.70 | 120.7% | 2.3% | 8.28 | 111.8% | 1.9% |
| 70Δ | 7.61 | 122.9% | 1.9% | 8.37 | 112.9% | 1.6% |
| 75Δ | 7.51 | 125.1% | 1.5% | 8.47 | 114.0% | 1.2% |
| 80Δ | 10.95 | 367.6% | 2.4% | |||
| Date | IV |
|---|---|
| 105.79% | |
| 105.94% |