Share price$8.06
1D-3.8%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:00.715Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:53.991478659Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:02.772068+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.78 | 522.2% | 62.0% | 6.37 | 464.1% | 25.6% |
| 25Δ | 12.13 | 546.5% | 55.0% | 6.77 | 376.3% | 20.2% |
| 30Δ | 11.47 | 472.3% | 46.5% | 7.10 | 298.9% | 15.6% |
| 35Δ | 10.80 | 398.2% | 38.0% | 7.42 | 221.4% | 11.0% |
| 40Δ | 10.14 | 324.0% | 29.5% | 7.75 | 143.9% | 6.4% |
| 45Δ | 9.47 | 249.8% | 21.0% | 8.02 | 84.5% | 2.8% |
| 50Δ | 8.81 | 175.7% | 12.5% | 8.09 | 86.2% | 2.5% |
| 55Δ | 8.14 | 101.5% | 4.0% | 8.17 | 88.0% | 2.2% |
| 60Δ | 7.92 | 91.9% | 2.0% | 8.25 | 89.8% | 1.9% |
| 65Δ | 7.81 | 100.2% | 1.8% | 8.33 | 91.5% | 1.6% |
| 70Δ | 7.71 | 108.4% | 1.5% | 8.40 | 93.3% | 1.3% |
| 75Δ | 7.60 | 116.7% | 1.3% | 8.48 | 95.0% | 1.0% |
| 80Δ | 8.76 | 120.9% | 0.9% | |||
| Date | IV |
|---|---|
| 106.22% | |
| 83.43% |