Share price$7.64
1D+0.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T04:11:14.013Z
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 · 2026-10-22T20:42:33.667916167Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.37 | 39.6% | 8.0% | |||
| 25Δ | 7.55 | 46.3% | 7.7% | |||
| 30Δ | 7.72 | 53.1% | 7.4% | |||
| 35Δ | 7.90 | 59.8% | 7.1% | |||
| 40Δ | 11.75 | 250.8% | 67.9% | 8.08 | 66.5% | 6.8% |
| 45Δ | 10.49 | 229.7% | 53.0% | 8.25 | 73.2% | 6.5% |
| 50Δ | 9.78 | 222.6% | 46.2% | 8.43 | 80.0% | 6.1% |
| 55Δ | 9.08 | 215.4% | 39.3% | 8.60 | 86.7% | 5.8% |
| 60Δ | 8.38 | 208.2% | 32.5% | 8.78 | 93.4% | 5.5% |
| 65Δ | 7.67 | 201.1% | 25.6% | 8.96 | 100.2% | 5.2% |
| 70Δ | 6.97 | 193.9% | 18.7% | 9.92 | 123.5% | 5.0% |
| 75Δ | 6.26 | 186.8% | 11.9% | 11.34 | 155.5% | 4.8% |
| 80Δ | 5.50 | 216.6% | 9.3% | 12.18 | 154.1% | 3.7% |
No recorded observations