Share price$7.50
1D+5.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:35.056Z
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 · 2026-10-22T16:15:07.928972583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.71 | 147.9% | 60.0% | |||
| 25Δ | 11.04 | 152.0% | 52.4% | 6.17 | 156.2% | 26.3% |
| 30Δ | 10.28 | 149.2% | 43.5% | 6.59 | 161.6% | 23.8% |
| 35Δ | 9.68 | 149.1% | 37.1% | 7.01 | 166.7% | 21.3% |
| 40Δ | 9.18 | 150.9% | 32.2% | 7.42 | 161.2% | 18.4% |
| 45Δ | 8.66 | 146.1% | 26.6% | 7.83 | 155.6% | 15.5% |
| 50Δ | 8.13 | 137.6% | 20.8% | 8.35 | 159.2% | 13.5% |
| 55Δ | 7.72 | 138.2% | 17.5% | 8.96 | 169.2% | 12.1% |
| 60Δ | 7.35 | 141.6% | 15.0% | 9.49 | 167.5% | 10.2% |
| 65Δ | 6.99 | 144.7% | 12.6% | 10.03 | 165.1% | 8.3% |
| 70Δ | 6.62 | 141.2% | 10.1% | 10.74 | 165.1% | 6.6% |
| 75Δ | 6.25 | 137.7% | 7.7% | 11.64 | 168.1% | 5.1% |
| 80Δ | 5.86 | 134.9% | 5.5% | 12.68 | 168.2% | 3.8% |
No recorded observations