Share price$6.78
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:54.762Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:00.70354023Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | 6.83 | 240.1% | 40.0% | |||
| 75Δ | 6.04 | 224.8% | 32.9% | 10.73 | 121.8% | 4.7% |
| 80Δ | 5.25 | 209.4% | 25.8% | 11.95 | 127.2% | 3.3% |
| Date | IV |
|---|---|
| 197.13% |