Share price$8.12
1D-2.7%
Sold putSold call
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Market dataready · fetched 2026-10-21T16:59:59.366Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:59:52.119653207Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:59.083677+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.39 | 680.0% | 81.8% | 6.43 | 456.2% | 25.4% |
| 25Δ | 8.49 | 84.1% | 5.5% | 6.86 | 357.9% | 19.4% |
| 30Δ | 8.42 | 84.6% | 5.0% | 7.26 | 263.6% | 13.9% |
| 35Δ | 8.35 | 85.1% | 4.5% | 7.65 | 169.4% | 8.3% |
| 40Δ | 8.28 | 85.6% | 4.0% | 8.01 | 86.9% | 3.3% |
| 45Δ | 8.21 | 86.1% | 3.5% | 8.10 | 92.2% | 3.0% |
| 50Δ | 8.14 | 86.6% | 3.0% | 8.18 | 97.5% | 2.7% |
| 55Δ | 8.08 | 87.1% | 2.5% | 8.27 | 102.8% | 2.4% |
| 60Δ | 8.01 | 87.6% | 2.0% | 8.35 | 108.1% | 2.1% |
| 65Δ | 7.91 | 90.8% | 1.7% | 8.44 | 113.4% | 1.9% |
| 70Δ | 7.81 | 94.2% | 1.4% | 8.54 | 116.8% | 1.6% |
| 75Δ | 7.71 | 97.7% | 1.2% | 8.66 | 115.5% | 1.3% |
| 80Δ | 7.61 | 101.2% | 0.9% | 8.79 | 114.3% | 1.0% |
| Date | IV |
|---|---|
| 106.22% | |
| 83.43% |