Share price$7.06
1D-7.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:27:51.053Z
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 · 2026-10-22T00:00:02.022141625Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.58 | 201.8% | 97.4% | 5.14 | 204.7% | 36.2% |
| 25Δ | 11.97 | 193.6% | 76.0% | 5.66 | 202.4% | 31.7% |
| 30Δ | 10.83 | 187.7% | 61.3% | 6.18 | 201.6% | 27.7% |
| 35Δ | 10.15 | 191.6% | 53.7% | 6.70 | 203.3% | 24.6% |
| 40Δ | 9.53 | 195.9% | 46.9% | 7.22 | 203.0% | 21.6% |
| 45Δ | 8.91 | 199.5% | 40.3% | 7.73 | 199.8% | 18.6% |
| 50Δ | 8.29 | 197.8% | 33.7% | 8.39 | 204.5% | 16.3% |
| 55Δ | 7.72 | 196.9% | 28.0% | 9.16 | 213.2% | 14.4% |
| 60Δ | 7.18 | 196.9% | 23.2% | 9.84 | 209.3% | 12.0% |
| 65Δ | 6.67 | 199.2% | 19.1% | 10.41 | 201.0% | 9.7% |
| 70Δ | 6.18 | 202.9% | 15.6% | 10.94 | 191.4% | 7.5% |
| 75Δ | 5.64 | 209.3% | 12.6% | 12.00 | 194.4% | 5.8% |
| 80Δ | 5.09 | 217.2% | 9.9% | 13.10 | 193.0% | 4.2% |
No recorded observations