Share price$7.48
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:28:54.732Z
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 · 2026-10-22T14:28:24.276024475Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.50 | 204.0% | 98.8% | 4.20 | 278.4% | 49.2% |
| 25Δ | 12.01 | 163.7% | 65.6% | 4.82 | 236.6% | 41.1% |
| 30Δ | 11.20 | 144.1% | 55.1% | 5.43 | 194.8% | 33.0% |
| 35Δ | 10.40 | 124.5% | 44.5% | 6.04 | 153.0% | 24.9% |
| 40Δ | 9.60 | 104.9% | 34.0% | 6.66 | 111.1% | 16.8% |
| 45Δ | 8.80 | 85.2% | 23.4% | 7.27 | 69.3% | 8.8% |
| 50Δ | 8.00 | 65.6% | 12.9% | 7.79 | 62.3% | 5.6% |
| 55Δ | 8.26 | 75.9% | 5.3% | |||
| 60Δ | 8.73 | 89.4% | 5.1% | |||
| 65Δ | 9.20 | 103.0% | 4.8% | |||
| 70Δ | 9.67 | 116.6% | 4.6% | |||
| 75Δ | 10.44 | 129.3% | 4.1% | |||
| 80Δ | 11.95 | 139.9% | 3.1% | |||
No recorded observations