Share price$7.14
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:43.804Z
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 · 2026-10-22T21:08:18.650673095Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.62 | 160.0% | 67.0% | 5.44 | 152.4% | 29.8% |
| 25Δ | 10.79 | 160.5% | 56.6% | 5.88 | 149.0% | 25.5% |
| 30Δ | 9.87 | 152.9% | 44.8% | 6.28 | 149.5% | 22.5% |
| 35Δ | 9.31 | 153.5% | 38.6% | 6.66 | 151.3% | 20.0% |
| 40Δ | 8.78 | 152.5% | 32.8% | 7.05 | 152.7% | 17.5% |
| 45Δ | 8.28 | 149.7% | 27.3% | 7.44 | 151.6% | 15.2% |
| 50Δ | 7.82 | 148.1% | 22.7% | 7.84 | 150.4% | 13.0% |
| 55Δ | 7.43 | 148.1% | 19.3% | 8.31 | 151.9% | 11.1% |
| 60Δ | 7.03 | 148.1% | 15.8% | 8.82 | 155.0% | 9.5% |
| 65Δ | 6.64 | 151.7% | 13.4% | 9.37 | 156.0% | 7.9% |
| 70Δ | 6.25 | 155.6% | 11.1% | 9.94 | 155.8% | 6.3% |
| 75Δ | 5.85 | 158.4% | 8.8% | 10.62 | 155.4% | 4.9% |
| 80Δ | 5.41 | 158.9% | 6.7% | 11.42 | 155.1% | 3.5% |
No recorded observations