Share price$6.14
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:39.452Z
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 · 2026-10-22T20:42:29.120942758Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.90 | 219.5% | 115.5% | 4.32 | 348.1% | 48.1% |
| 25Δ | 10.49 | 193.6% | 77.3% | 4.90 | 262.3% | 36.8% |
| 30Δ | 8.81 | 158.7% | 50.3% | 5.42 | 240.7% | 31.2% |
| 35Δ | 7.76 | 138.5% | 33.9% | 5.92 | 232.9% | 26.9% |
| 40Δ | 7.28 | 131.9% | 27.4% | 6.36 | 221.0% | 23.1% |
| 45Δ | 6.87 | 122.8% | 21.6% | 6.77 | 208.4% | 19.3% |
| 50Δ | 6.56 | 110.2% | 17.0% | 7.35 | 209.0% | 16.6% |
| 55Δ | 6.25 | 97.6% | 12.5% | 8.22 | 227.8% | 15.1% |
| 60Δ | 5.96 | 87.5% | 8.6% | 10.04 | 272.7% | 14.4% |
| 65Δ | 5.75 | 87.4% | 7.3% | 12.33 | 302.4% | 12.7% |
| 70Δ | 5.55 | 87.3% | 6.0% | |||
| 75Δ | 5.34 | 87.2% | 4.8% | |||
| 80Δ | 5.14 | 87.1% | 3.5% | |||
No recorded observations