Share price$7.27
1D-1.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T04:30:47.348Z
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 · 2026-10-24T00:00:02.129583566Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T04:30:47.247547+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.48 | 164.5% | 30.8% | |||
| 25Δ | 11.00 | 165.3% | 56.8% | 6.07 | 134.2% | 23.2% |
| 30Δ | 9.67 | 140.6% | 39.1% | 6.41 | 119.7% | 19.1% |
| 35Δ | 8.86 | 125.1% | 28.7% | 6.75 | 105.1% | 15.0% |
| 40Δ | 8.37 | 116.8% | 22.7% | 7.05 | 93.4% | 11.5% |
| 45Δ | 7.93 | 108.9% | 17.5% | 7.25 | 89.3% | 10.0% |
| 50Δ | 7.64 | 102.2% | 14.5% | 7.44 | 85.2% | 8.4% |
| 55Δ | 7.36 | 95.5% | 11.5% | 7.64 | 81.1% | 6.9% |
| 60Δ | 7.08 | 88.8% | 8.5% | 7.83 | 77.0% | 5.4% |
| 65Δ | 6.82 | 88.2% | 6.8% | 8.04 | 73.5% | 3.9% |
| 70Δ | 6.57 | 89.9% | 5.7% | 8.30 | 73.4% | 3.2% |
| 75Δ | 6.32 | 91.6% | 4.6% | 8.57 | 73.3% | 2.5% |
| 80Δ | 6.07 | 93.3% | 3.5% | 8.83 | 73.3% | 1.7% |
| Date | IV |
|---|---|
| 92.03% |