Share price$8.48
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:11:59.414Z
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 · 2026-10-22T20:00:00.395276492Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.09 | 184.2% | 34.6% | |||
| 25Δ | 6.84 | 151.9% | 26.5% | |||
| 30Δ | 7.55 | 123.4% | 19.0% | |||
| 35Δ | 11.21 | 151.0% | 40.2% | 7.98 | 127.2% | 17.3% |
| 40Δ | 14.47 | 284.4% | 85.9% | 8.42 | 131.0% | 15.6% |
| 45Δ | 13.99 | 279.1% | 81.7% | 8.86 | 134.7% | 13.9% |
| 50Δ | 12.79 | 246.6% | 67.6% | 9.29 | 138.5% | 12.2% |
| 55Δ | 11.58 | 214.1% | 53.6% | 9.73 | 142.3% | 10.5% |
| 60Δ | 10.38 | 181.6% | 39.6% | 10.34 | 147.7% | 9.0% |
| 65Δ | 9.17 | 149.0% | 25.6% | 11.23 | 155.8% | 7.7% |
| 70Δ | 7.97 | 116.5% | 11.5% | 12.12 | 163.9% | 6.5% |
| 75Δ | 6.84 | 142.5% | 5.8% | |||
| 80Δ | 5.76 | 205.1% | 5.3% | |||
| Date | IV |
|---|---|
| 132.59% | |
| 154.02% |