Share price$6.55
1D+6.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:51:32.076Z
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 · 2026-10-22T20:10:00.004112001Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.33 | 98.1% | 44.7% | 5.36 | 95.8% | 22.6% |
| 25Δ | 5.60 | 95.8% | 20.7% | |||
| 30Δ | 5.85 | 95.7% | 18.7% | |||
| 35Δ | 6.09 | 95.6% | 16.8% | |||
| 40Δ | 6.33 | 95.5% | 14.8% | |||
| 45Δ | 6.58 | 95.4% | 12.8% | |||
| 50Δ | 6.82 | 95.4% | 10.9% | |||
| 55Δ | 7.06 | 95.3% | 8.9% | |||
| 60Δ | 7.30 | 95.2% | 6.9% | |||
| 65Δ | 7.74 | 102.0% | 5.3% | |||
| 70Δ | 8.96 | 137.5% | 5.3% | |||
| 75Δ | 10.37 | 173.4% | 5.2% | |||
| 80Δ | ||||||
No recorded observations