Share price$7.04
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:16:20.524Z
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 · 2026-10-22T20:00:00.701174909Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.06 | 208.6% | 36.7% | |||
| 25Δ | 5.37 | 190.4% | 32.6% | |||
| 30Δ | 5.68 | 172.1% | 28.5% | |||
| 35Δ | 5.99 | 153.9% | 24.4% | |||
| 40Δ | 9.34 | 176.7% | 43.1% | 6.30 | 135.6% | 20.3% |
| 45Δ | 7.40 | 77.4% | 12.1% | 6.61 | 117.4% | 16.2% |
| 50Δ | 7.13 | 80.9% | 11.0% | 6.92 | 99.2% | 12.2% |
| 55Δ | 6.86 | 84.5% | 9.9% | 7.23 | 80.9% | 8.1% |
| 60Δ | 6.60 | 88.1% | 8.7% | 7.63 | 69.8% | 4.6% |
| 65Δ | 6.33 | 91.6% | 7.6% | 8.74 | 111.9% | 5.4% |
| 70Δ | 6.06 | 95.2% | 6.4% | 9.84 | 154.0% | 6.1% |
| 75Δ | 5.79 | 98.8% | 5.3% | |||
| 80Δ | 5.53 | 102.3% | 4.2% | |||
No recorded observations