Share price$7.03
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:33.010Z
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 · 2026-10-22T23:00:00.001842321Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.84 | 361.2% | 55.1% | |||
| 25Δ | 4.36 | 322.1% | 48.2% | |||
| 30Δ | 7.46 | 37.6% | 8.4% | 4.89 | 282.9% | 41.3% |
| 35Δ | 7.25 | 45.8% | 7.9% | 5.42 | 243.7% | 34.4% |
| 40Δ | 7.03 | 54.0% | 7.5% | 5.95 | 204.5% | 27.5% |
| 45Δ | 6.81 | 62.2% | 7.0% | 6.48 | 165.4% | 20.5% |
| 50Δ | 6.60 | 70.3% | 6.5% | 7.01 | 126.2% | 13.6% |
| 55Δ | 6.38 | 78.5% | 6.1% | 7.54 | 90.6% | 7.1% |
| 60Δ | 6.16 | 86.7% | 5.6% | 8.14 | 102.7% | 6.5% |
| 65Δ | 5.95 | 94.9% | 5.2% | 8.74 | 114.7% | 5.8% |
| 70Δ | 5.73 | 103.1% | 4.7% | 9.34 | 126.7% | 5.1% |
| 75Δ | 5.51 | 111.3% | 4.2% | 9.95 | 138.8% | 4.4% |
| 80Δ | 5.30 | 119.4% | 3.8% | |||
No recorded observations