Share price$8.35
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:40:42.348Z
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 · 2026-10-21T20:26:41.716216991Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.79 | 150.8% | 69.0% | |||
| 25Δ | 12.55 | 139.5% | 55.1% | |||
| 30Δ | 11.31 | 128.2% | 41.1% | |||
| 35Δ | 10.07 | 116.8% | 27.2% | 7.88 | 124.3% | 17.0% |
| 40Δ | 16.85 | 265.6% | 116.1% | 8.34 | 130.6% | 15.5% |
| 45Δ | 24.11 | 424.3% | 211.4% | 8.81 | 136.8% | 14.0% |
| 50Δ | 25.44 | 523.2% | 234.1% | 9.28 | 143.1% | 12.5% |
| 55Δ | 16.18 | 425.2% | 123.5% | 9.74 | 149.4% | 11.0% |
| 60Δ | 13.23 | 369.3% | 89.2% | 10.42 | 153.7% | 9.5% |
| 65Δ | 10.29 | 313.3% | 55.0% | 11.34 | 155.5% | 8.1% |
| 70Δ | 7.47 | 259.0% | 22.2% | 12.27 | 157.3% | 6.6% |
| 75Δ | 6.88 | 236.5% | 17.5% | 13.20 | 159.2% | 5.2% |
| 80Δ | 6.29 | 214.1% | 12.9% | 14.13 | 161.0% | 3.7% |
No recorded observations