Share price$6.99
1D-9.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:36.912Z
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 · 2026-10-22T20:00:00.478979224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.99 | 151.0% | 61.1% | 5.56 | 117.3% | 24.6% |
| 25Δ | 9.56 | 127.1% | 41.2% | 6.04 | 99.5% | 18.5% |
| 30Δ | 8.74 | 113.2% | 30.3% | 6.29 | 99.6% | 16.6% |
| 35Δ | 8.41 | 115.5% | 26.8% | 6.54 | 99.7% | 14.6% |
| 40Δ | 8.07 | 117.8% | 23.3% | 6.79 | 99.8% | 12.6% |
| 45Δ | 7.74 | 116.4% | 20.0% | 7.05 | 100.3% | 10.8% |
| 50Δ | 7.42 | 114.0% | 16.8% | 7.35 | 102.5% | 9.5% |
| 55Δ | 7.10 | 111.6% | 13.6% | 7.64 | 104.7% | 8.2% |
| 60Δ | 6.81 | 109.9% | 11.3% | 7.93 | 107.0% | 7.0% |
| 65Δ | 6.54 | 108.4% | 9.3% | 8.28 | 107.3% | 5.8% |
| 70Δ | 6.27 | 107.0% | 7.4% | 8.63 | 107.0% | 4.6% |
| 75Δ | 6.00 | 105.5% | 5.5% | 8.99 | 106.7% | 3.5% |
| 80Δ | 5.66 | 106.1% | 4.3% | 9.51 | 107.0% | 2.6% |
| Date | IV |
|---|---|
| 96.58% | |
| 101.42% |