Share price$7.00
1D-9.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:30:40.609Z
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 · 2026-10-22T18:30:11.207462659Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.99 | 150.5% | 61.0% | 5.57 | 117.1% | 24.6% |
| 25Δ | 9.57 | 127.0% | 41.2% | 6.04 | 99.6% | 18.6% |
| 30Δ | 8.75 | 112.8% | 30.2% | 6.30 | 99.8% | 16.6% |
| 35Δ | 8.41 | 115.1% | 26.7% | 6.55 | 100.0% | 14.6% |
| 40Δ | 8.07 | 117.4% | 23.2% | 6.80 | 100.2% | 12.6% |
| 45Δ | 7.75 | 116.0% | 20.0% | 7.05 | 100.0% | 10.8% |
| 50Δ | 7.42 | 113.6% | 16.7% | 7.30 | 98.6% | 9.3% |
| 55Δ | 7.10 | 111.2% | 13.5% | 7.55 | 97.2% | 7.9% |
| 60Δ | 6.80 | 111.6% | 11.3% | 7.81 | 95.8% | 6.5% |
| 65Δ | 6.52 | 113.3% | 9.6% | 8.08 | 95.1% | 5.1% |
| 70Δ | 6.23 | 115.1% | 7.8% | 8.46 | 96.9% | 4.2% |
| 75Δ | 5.92 | 118.2% | 6.2% | 8.84 | 98.7% | 3.3% |
| 80Δ | 5.50 | 126.4% | 5.0% | 9.27 | 98.9% | 2.4% |
| Date | IV |
|---|---|
| 96.58% | |
| 101.42% |