Share price$7.98
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:07:09.472Z
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 · 2026-10-22T20:13:15.33376935Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.95 | 270.0% | 44.1% | |||
| 25Δ | 5.82 | 206.4% | 33.2% | |||
| 30Δ | 13.84 | 230.5% | 82.8% | 6.69 | 142.8% | 22.3% |
| 35Δ | 14.80 | 272.5% | 97.6% | 7.53 | 85.0% | 12.2% |
| 40Δ | 13.83 | 242.0% | 85.0% | 7.97 | 95.9% | 11.5% |
| 45Δ | 12.86 | 211.5% | 72.3% | 8.40 | 106.8% | 10.7% |
| 50Δ | 11.89 | 181.1% | 59.7% | 8.84 | 117.7% | 9.9% |
| 55Δ | 10.92 | 150.6% | 47.0% | 9.27 | 128.6% | 9.2% |
| 60Δ | 9.95 | 120.2% | 34.3% | 9.70 | 139.5% | 8.4% |
| 65Δ | 8.97 | 89.7% | 21.7% | 10.26 | 148.0% | 7.5% |
| 70Δ | 8.00 | 59.2% | 9.0% | 11.08 | 151.1% | 6.1% |
| 75Δ | 11.90 | 154.2% | 4.8% | |||
| 80Δ | 13.52 | 170.2% | 3.7% | |||
| Date | IV |
|---|---|
| 91.52% | |
| 98.79% |