Share price$5.46
1D-2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:22.933Z
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 · 2026-10-22T18:23:28.715502007Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.92 | 161.2% | 67.7% | 4.26 | 132.3% | 27.2% |
| 25Δ | 7.85 | 144.2% | 48.9% | 4.54 | 130.0% | 23.7% |
| 30Δ | 7.41 | 145.1% | 42.3% | 4.82 | 127.8% | 20.3% |
| 35Δ | 6.98 | 145.7% | 35.8% | 5.09 | 127.6% | 17.4% |
| 40Δ | 6.60 | 141.6% | 30.2% | 5.37 | 131.1% | 15.6% |
| 45Δ | 6.22 | 137.4% | 24.7% | 5.64 | 134.6% | 13.9% |
| 50Δ | 5.89 | 134.0% | 20.2% | 5.92 | 138.1% | 12.1% |
| 55Δ | 5.62 | 131.8% | 17.1% | 6.26 | 141.1% | 10.5% |
| 60Δ | 5.36 | 129.7% | 14.0% | 6.62 | 143.8% | 9.0% |
| 65Δ | 5.09 | 127.5% | 11.0% | 6.99 | 146.6% | 7.5% |
| 70Δ | 4.81 | 128.4% | 8.8% | 7.56 | 152.1% | 6.2% |
| 75Δ | 4.53 | 131.0% | 7.2% | 8.14 | 156.0% | 4.8% |
| 80Δ | 4.25 | 133.6% | 5.5% | 8.74 | 154.7% | 3.5% |
No recorded observations