Share price$8.06
1D-2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:03:50.941Z
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 · 2026-10-22T19:03:46.88246198Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.20 | 234.2% | 143.4% | 5.31 | 217.7% | 38.6% |
| 25Δ | 17.98 | 217.6% | 129.0% | 6.28 | 151.6% | 26.5% |
| 30Δ | 16.75 | 201.1% | 114.5% | 7.25 | 85.5% | 14.4% |
| 35Δ | 15.52 | 184.5% | 100.0% | 7.66 | 68.0% | 10.6% |
| 40Δ | 14.30 | 168.0% | 85.6% | 7.88 | 67.2% | 9.6% |
| 45Δ | 13.07 | 151.4% | 71.1% | 8.10 | 66.3% | 8.7% |
| 50Δ | 11.85 | 134.9% | 56.7% | 8.32 | 65.5% | 7.7% |
| 55Δ | 10.62 | 118.3% | 42.2% | 8.54 | 64.6% | 6.8% |
| 60Δ | 9.39 | 101.8% | 27.8% | 8.76 | 63.8% | 5.8% |
| 65Δ | 8.17 | 85.3% | 13.3% | 8.98 | 62.9% | 4.9% |
| 70Δ | 7.06 | 112.0% | 5.6% | 9.20 | 62.0% | 3.9% |
| 75Δ | 6.11 | 190.4% | 6.0% | 9.41 | 61.2% | 3.0% |
| 80Δ | 5.15 | 268.8% | 6.3% | 9.63 | 60.3% | 2.0% |
No recorded observations