Share price$7.43
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:28.098Z
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 · 2026-10-22T22:02:33.165500468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.74 | 91.2% | 33.7% | 5.40 | 164.1% | 33.0% |
| 25Δ | 9.40 | 88.2% | 29.9% | 5.79 | 147.6% | 28.3% |
| 30Δ | 9.06 | 85.2% | 26.1% | 6.18 | 131.0% | 23.7% |
| 35Δ | 8.72 | 82.2% | 22.3% | 6.57 | 114.5% | 19.0% |
| 40Δ | 8.37 | 79.2% | 18.5% | 6.96 | 98.0% | 14.3% |
| 45Δ | 8.03 | 76.2% | 14.6% | 7.35 | 81.4% | 9.7% |
| 50Δ | 7.69 | 73.2% | 10.8% | 7.67 | 74.8% | 7.3% |
| 55Δ | 7.34 | 76.8% | 8.4% | 7.96 | 74.6% | 6.4% |
| 60Δ | 6.98 | 88.9% | 7.6% | 8.24 | 74.4% | 5.6% |
| 65Δ | 6.61 | 100.9% | 6.9% | 8.53 | 74.2% | 4.8% |
| 70Δ | 6.25 | 112.9% | 6.2% | 8.82 | 73.9% | 3.9% |
| 75Δ | 5.89 | 124.9% | 5.4% | 9.10 | 73.7% | 3.1% |
| 80Δ | 5.52 | 137.0% | 4.7% | 9.39 | 73.5% | 2.2% |
No recorded observations