Share price$7.57
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:09:15.770Z
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 · 2026-10-23T00:00:01.795754468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.55 | 182.5% | 83.4% | 5.80 | 150.5% | 29.1% |
| 25Δ | 9.22 | 83.0% | 24.8% | 6.29 | 133.8% | 23.6% |
| 30Δ | 8.69 | 71.9% | 18.2% | 6.69 | 122.9% | 19.4% |
| 35Δ | 8.36 | 65.5% | 14.2% | 7.06 | 113.5% | 15.7% |
| 40Δ | 8.03 | 59.1% | 10.3% | 7.34 | 109.6% | 13.6% |
| 45Δ | 7.86 | 58.1% | 9.0% | 7.61 | 105.6% | 11.5% |
| 50Δ | 7.71 | 57.6% | 7.9% | 7.89 | 101.7% | 9.4% |
| 55Δ | 7.55 | 57.0% | 6.9% | 8.35 | 112.3% | 8.4% |
| 60Δ | 7.40 | 56.5% | 5.8% | 8.93 | 132.5% | 8.2% |
| 65Δ | 7.24 | 56.0% | 4.7% | 9.65 | 145.4% | 7.3% |
| 70Δ | 7.09 | 55.5% | 3.6% | 10.68 | 161.6% | 6.4% |
| 75Δ | 6.90 | 55.6% | 2.8% | 12.76 | 193.3% | 5.7% |
| 80Δ | 6.65 | 56.6% | 2.2% | 14.29 | 199.7% | 4.2% |
No recorded observations