Share price$7.65
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:44:00.119Z
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 · 2026-10-22T20:42:00.931483775Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.48 | 76.5% | 26.2% | 6.44 | 75.6% | 18.7% |
| 25Δ | 9.19 | 79.7% | 23.2% | 6.69 | 74.0% | 16.3% |
| 30Δ | 8.91 | 81.1% | 20.4% | 6.93 | 72.4% | 13.9% |
| 35Δ | 8.66 | 79.4% | 18.1% | 7.18 | 70.7% | 11.6% |
| 40Δ | 8.42 | 77.8% | 15.8% | 7.43 | 69.1% | 9.2% |
| 45Δ | 8.17 | 76.2% | 13.4% | 7.65 | 68.5% | 7.8% |
| 50Δ | 7.92 | 74.6% | 11.1% | 7.86 | 68.4% | 6.9% |
| 55Δ | 7.67 | 72.9% | 8.8% | 8.07 | 68.3% | 6.0% |
| 60Δ | 7.41 | 73.2% | 6.9% | 8.28 | 68.1% | 5.1% |
| 65Δ | 7.13 | 77.8% | 6.1% | 8.49 | 68.0% | 4.2% |
| 70Δ | 6.85 | 82.4% | 5.2% | 8.70 | 67.9% | 3.3% |
| 75Δ | 6.57 | 87.0% | 4.4% | 8.91 | 67.8% | 2.3% |
| 80Δ | 6.29 | 91.6% | 3.5% | 9.26 | 68.9% | 1.6% |
| Date | IV |
|---|---|
| 66.40% | |
| 68.15% |