Share price$7.04
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:58:05.658Z
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 · 2026-10-22T20:00:00.254262434Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.61 | 102.6% | 39.5% | 5.23 | 162.2% | 31.9% |
| 25Δ | 9.17 | 98.5% | 34.1% | 5.58 | 153.1% | 28.3% |
| 30Δ | 8.74 | 94.4% | 28.7% | 5.93 | 144.0% | 24.8% |
| 35Δ | 8.30 | 90.3% | 23.3% | 6.27 | 134.9% | 21.2% |
| 40Δ | 7.87 | 86.2% | 17.9% | 6.62 | 125.7% | 17.7% |
| 45Δ | 7.45 | 84.5% | 13.2% | 6.97 | 116.6% | 14.1% |
| 50Δ | 7.13 | 96.9% | 12.3% | 7.32 | 107.5% | 10.5% |
| 55Δ | 6.80 | 109.2% | 11.4% | 7.79 | 108.1% | 8.3% |
| 60Δ | 6.47 | 121.6% | 10.4% | 8.39 | 119.0% | 7.4% |
| 65Δ | 6.15 | 134.0% | 9.5% | 8.99 | 129.9% | 6.6% |
| 70Δ | 5.82 | 146.3% | 8.6% | 9.59 | 140.9% | 5.7% |
| 75Δ | 5.50 | 158.7% | 7.7% | |||
| 80Δ | 5.17 | 171.0% | 6.7% | |||
No recorded observations