Share price$7.17
1D+6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:47.264Z
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 · 2026-10-22T20:00:02.009337716Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.46 | 107.7% | 26.9% | |||
| 25Δ | 12.22 | 192.3% | 77.1% | 5.71 | 100.0% | 24.0% |
| 30Δ | 14.86 | 277.9% | 117.8% | 5.96 | 92.4% | 21.0% |
| 35Δ | 10.07 | 123.3% | 45.9% | 6.21 | 84.7% | 18.1% |
| 40Δ | 7.30 | 49.8% | 7.2% | 6.46 | 77.0% | 15.1% |
| 45Δ | 6.87 | 70.1% | 6.8% | 6.72 | 69.3% | 12.2% |
| 50Δ | 6.44 | 90.4% | 6.3% | 6.97 | 61.7% | 9.2% |
| 55Δ | 6.01 | 110.7% | 5.8% | 7.22 | 54.0% | 6.3% |
| 60Δ | 5.58 | 131.0% | 5.3% | 7.47 | 46.3% | 3.3% |
| 65Δ | 5.16 | 151.3% | 4.8% | 8.40 | 81.3% | 3.8% |
| 70Δ | 4.73 | 171.6% | 4.4% | 9.42 | 121.8% | 4.6% |
| 75Δ | 4.30 | 191.9% | 3.9% | 10.70 | 153.7% | 4.7% |
| 80Δ | 3.87 | 212.2% | 3.4% | 12.32 | 174.6% | 3.8% |
No recorded observations