Share price$8.21
1D-14.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:13:10.969Z
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 · 2026-10-23T00:00:01.795781524Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.91 | 172.6% | 73.9% | 6.17 | 172.7% | 31.8% |
| 25Δ | 12.75 | 170.3% | 61.1% | 6.67 | 174.6% | 28.3% |
| 30Δ | 11.71 | 166.2% | 49.8% | 7.17 | 172.5% | 24.7% |
| 35Δ | 11.03 | 170.1% | 43.2% | 7.63 | 163.4% | 20.9% |
| 40Δ | 10.38 | 170.2% | 37.1% | 8.11 | 156.8% | 17.6% |
| 45Δ | 9.76 | 169.7% | 31.4% | 8.59 | 158.8% | 15.5% |
| 50Δ | 9.19 | 168.4% | 26.3% | 9.08 | 160.0% | 13.4% |
| 55Δ | 8.64 | 162.6% | 21.3% | 9.56 | 157.1% | 11.4% |
| 60Δ | 8.10 | 154.6% | 16.4% | 10.06 | 154.7% | 9.4% |
| 65Δ | 7.64 | 156.5% | 13.6% | 10.75 | 158.5% | 7.9% |
| 70Δ | 7.19 | 160.8% | 11.3% | 11.42 | 157.5% | 6.3% |
| 75Δ | 6.72 | 161.8% | 8.9% | 12.20 | 156.5% | 4.8% |
| 80Δ | 6.24 | 160.5% | 6.6% | 13.39 | 161.8% | 3.6% |
| Date | IV |
|---|---|
| 155.87% | |
| 163.98% |