Share price$8.43
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:38:49.955Z
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 · 2026-10-21T23:00:00.002185853Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.39 | 435.6% | 54.0% | |||
| 25Δ | 6.33 | 316.2% | 40.5% | |||
| 30Δ | 7.28 | 196.8% | 26.9% | |||
| 35Δ | 7.74 | 161.0% | 21.9% | |||
| 40Δ | 8.04 | 150.6% | 19.3% | |||
| 45Δ | 8.35 | 140.2% | 16.8% | |||
| 50Δ | 8.66 | 129.8% | 14.3% | |||
| 55Δ | 12.03 | 325.7% | 68.8% | 8.97 | 119.4% | 11.8% |
| 60Δ | 11.03 | 304.8% | 59.5% | 9.28 | 109.1% | 9.2% |
| 65Δ | 10.03 | 284.0% | 50.1% | 9.59 | 98.7% | 6.7% |
| 70Δ | 9.03 | 263.1% | 40.8% | 9.89 | 88.3% | 4.2% |
| 75Δ | 8.03 | 242.2% | 31.5% | 10.63 | 92.9% | 2.9% |
| 80Δ | 7.03 | 221.4% | 22.1% | 11.61 | 105.5% | 2.4% |
No recorded observations