Share price$8.32
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:18.441Z
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 · 2026-10-22T18:32:02.728837854Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.09 | 295.0% | 196.2% | 5.56 | 367.1% | 48.0% |
| 25Δ | 21.06 | 292.2% | 161.8% | 6.57 | 224.4% | 31.1% |
| 30Δ | 18.03 | 289.5% | 127.4% | |||
| 35Δ | 13.23 | 199.3% | 68.4% | |||
| 40Δ | 10.67 | 168.1% | 39.0% | |||
| 45Δ | 12.47 | 265.2% | 67.3% | |||
| 50Δ | 14.26 | 362.3% | 95.6% | |||
| 55Δ | 13.62 | 354.0% | 89.5% | |||
| 60Δ | 11.27 | 271.8% | 59.2% | |||
| 65Δ | 8.92 | 189.5% | 28.9% | |||
| 70Δ | 7.29 | 141.0% | 9.9% | |||
| 75Δ | 6.77 | 144.1% | 8.1% | |||
| 80Δ | 6.24 | 147.1% | 6.3% | |||
No recorded observations