Share price$7.41
1D+4.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:06:52.530Z
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 · 2026-10-22T15:06:39.455485583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.58 | 169.6% | 74.0% | 5.66 | 149.9% | 29.4% |
| 25Δ | 11.05 | 155.9% | 54.5% | 6.14 | 145.8% | 25.0% |
| 30Δ | 10.32 | 155.3% | 46.1% | 6.53 | 153.5% | 22.9% |
| 35Δ | 9.71 | 155.4% | 39.3% | 6.93 | 161.3% | 20.8% |
| 40Δ | 9.16 | 155.9% | 33.6% | 7.32 | 158.1% | 18.1% |
| 45Δ | 8.61 | 150.2% | 27.6% | 7.71 | 152.4% | 15.3% |
| 50Δ | 8.06 | 142.0% | 21.5% | 8.15 | 150.6% | 12.9% |
| 55Δ | 7.67 | 144.8% | 18.5% | 8.73 | 159.7% | 11.6% |
| 60Δ | 7.29 | 149.0% | 16.0% | 9.21 | 159.6% | 9.9% |
| 65Δ | 6.91 | 151.7% | 13.4% | 9.60 | 151.8% | 7.9% |
| 70Δ | 6.52 | 149.4% | 10.8% | 9.99 | 144.1% | 5.9% |
| 75Δ | 6.12 | 147.1% | 8.1% | 11.02 | 155.3% | 4.8% |
| 80Δ | 5.68 | 148.1% | 6.1% | 11.71 | 151.2% | 3.4% |
No recorded observations