Share price$8.02
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:07:29.584Z
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 · 2026-10-22T22:30:00.002846294Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.77 | 133.7% | 63.1% | 5.69 | 193.5% | 36.1% |
| 25Δ | 19.38 | 273.0% | 150.1% | 6.29 | 167.9% | 29.5% |
| 30Δ | 16.99 | 285.4% | 122.4% | 6.88 | 142.2% | 22.8% |
| 35Δ | 14.21 | 246.2% | 88.4% | 7.48 | 116.5% | 16.1% |
| 40Δ | 13.08 | 225.8% | 75.3% | 7.94 | 121.1% | 14.5% |
| 45Δ | 11.95 | 205.3% | 62.2% | 8.40 | 127.0% | 13.1% |
| 50Δ | 10.82 | 184.9% | 49.1% | 8.86 | 132.9% | 11.8% |
| 55Δ | 9.69 | 164.4% | 36.0% | 9.32 | 138.8% | 10.4% |
| 60Δ | 8.56 | 144.0% | 22.9% | 9.78 | 144.7% | 9.0% |
| 65Δ | 7.46 | 125.9% | 10.6% | 10.59 | 154.8% | 7.8% |
| 70Δ | 6.90 | 142.9% | 9.3% | 11.72 | 168.6% | 6.6% |
| 75Δ | 6.34 | 159.8% | 8.1% | 13.19 | 184.9% | 5.5% |
| 80Δ | 5.78 | 176.8% | 6.8% | 16.72 | 223.3% | 4.6% |
No recorded observations