Share price$7.18
1D-0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:59:25.897Z
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 · 2026-10-22T23:01:35.07529412Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:59:23.917170+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.41 | 161.7% | 30.9% | |||
| 25Δ | 10.97 | 164.7% | 58.4% | 6.01 | 130.3% | 22.9% |
| 30Δ | 9.63 | 140.6% | 40.2% | 6.33 | 117.7% | 19.1% |
| 35Δ | 8.82 | 125.7% | 29.8% | 6.65 | 105.1% | 15.3% |
| 40Δ | 8.31 | 116.7% | 23.5% | 6.97 | 92.5% | 11.6% |
| 45Δ | 7.88 | 108.1% | 18.4% | 7.18 | 88.1% | 9.9% |
| 50Δ | 7.57 | 99.8% | 14.9% | 7.38 | 84.5% | 8.5% |
| 55Δ | 7.27 | 91.6% | 11.4% | 7.58 | 81.0% | 7.0% |
| 60Δ | 6.97 | 84.4% | 8.2% | 7.77 | 77.4% | 5.6% |
| 65Δ | 6.73 | 85.7% | 7.0% | 7.97 | 73.9% | 4.1% |
| 70Δ | 6.49 | 87.0% | 5.8% | 8.21 | 71.8% | 3.3% |
| 75Δ | 6.25 | 88.3% | 4.6% | 8.44 | 70.0% | 2.5% |
| 80Δ | 6.01 | 89.6% | 3.5% | 8.68 | 68.2% | 1.8% |
| Date | IV |
|---|---|
| 92.03% |