Share price$7.21
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:14:01.480Z
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 · 2026-10-23T20:00:00.402182279Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.09 | 243.8% | 39.9% | |||
| 25Δ | 5.50 | 220.2% | 34.7% | |||
| 30Δ | 5.92 | 196.5% | 29.6% | |||
| 35Δ | 6.33 | 172.9% | 24.4% | |||
| 40Δ | 12.20 | 287.0% | 84.6% | 6.75 | 149.2% | 19.2% |
| 45Δ | 9.68 | 225.7% | 49.3% | 7.16 | 125.6% | 14.0% |
| 50Δ | 8.39 | 171.3% | 30.3% | 7.57 | 106.3% | 9.6% |
| 55Δ | 7.38 | 135.4% | 16.7% | 7.95 | 106.8% | 8.4% |
| 60Δ | 6.98 | 140.6% | 14.7% | 8.33 | 107.3% | 7.3% |
| 65Δ | 6.58 | 145.8% | 12.7% | 8.70 | 107.8% | 6.1% |
| 70Δ | 6.18 | 151.0% | 10.7% | 9.08 | 108.3% | 5.0% |
| 75Δ | 5.78 | 156.3% | 8.7% | 9.46 | 108.7% | 3.8% |
| 80Δ | 5.39 | 161.5% | 6.7% | 9.84 | 109.2% | 2.6% |
No recorded observations