Share price$8.07
1D-2.1%
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Market dataready · fetched 2026-10-20T06:04:46.166Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:16:18.252271466Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:04:45.811411+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.07 | 206.1% | 116.6% | 6.20 | 115.5% | 26.5% |
| 25Δ | 16.08 | 192.0% | 105.0% | 6.89 | 84.9% | 18.0% |
| 30Δ | 15.09 | 178.0% | 93.4% | 7.68 | 60.4% | 10.4% |
| 35Δ | 14.10 | 163.9% | 81.9% | 9.34 | 88.4% | 10.2% |
| 40Δ | 13.10 | 149.9% | 70.3% | 11.00 | 116.3% | 9.9% |
| 45Δ | 12.11 | 135.8% | 58.8% | 12.66 | 144.2% | 9.7% |
| 50Δ | 11.12 | 121.7% | 47.2% | 14.31 | 172.2% | 9.5% |
| 55Δ | 10.13 | 107.7% | 35.7% | 15.97 | 200.1% | 9.2% |
| 60Δ | 9.14 | 93.6% | 24.1% | 17.63 | 228.0% | 9.0% |
| 65Δ | 8.14 | 79.6% | 12.6% | 19.29 | 256.0% | 8.7% |
| 70Δ | 7.34 | 72.2% | 4.8% | 20.95 | 283.9% | 8.5% |
| 75Δ | 6.90 | 77.3% | 4.0% | 21.93 | 302.0% | 8.0% |
| 80Δ | 6.46 | 82.3% | 3.2% | 14.10 | 168.8% | 3.9% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 146.24% | -107.51 pp | 96.31% |