Share price$8.21
1D+11.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:56:34.608Z
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 · 2026-10-22T20:00:00.573953465Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.56 | 183.6% | 82.0% | 6.15 | 165.5% | 32.8% |
| 25Δ | 12.06 | 150.2% | 52.1% | 6.66 | 169.6% | 29.0% |
| 30Δ | 11.21 | 144.3% | 42.9% | 7.17 | 173.7% | 25.3% |
| 35Δ | 10.36 | 138.5% | 33.7% | 7.72 | 178.0% | 22.1% |
| 40Δ | 9.76 | 136.1% | 27.9% | 8.34 | 183.0% | 19.9% |
| 45Δ | 9.34 | 136.2% | 24.7% | 8.96 | 188.0% | 17.8% |
| 50Δ | 8.91 | 136.3% | 21.5% | 9.58 | 192.9% | 15.6% |
| 55Δ | 8.49 | 136.4% | 18.2% | 10.26 | 196.3% | 13.5% |
| 60Δ | 8.07 | 136.5% | 15.0% | 11.08 | 196.2% | 11.5% |
| 65Δ | 7.65 | 136.6% | 11.8% | 11.90 | 196.1% | 9.4% |
| 70Δ | 7.21 | 135.3% | 9.5% | 13.13 | 202.9% | 7.7% |
| 75Δ | 6.76 | 133.2% | 7.8% | 15.35 | 224.0% | 6.4% |
| 80Δ | 6.31 | 131.2% | 6.1% | 17.15 | 225.5% | 4.7% |
| Date | IV |
|---|---|
| 153.40% |