Share price$7.50
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:06:55.576Z
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 · 2026-10-22T17:05:13.558789531Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.89 | 208.7% | 103.6% | 4.24 | 277.3% | 48.9% |
| 25Δ | 13.81 | 186.5% | 89.4% | 4.86 | 234.8% | 40.7% |
| 30Δ | 12.72 | 164.4% | 75.1% | 5.49 | 192.2% | 32.5% |
| 35Δ | 11.63 | 142.3% | 60.9% | 6.11 | 149.6% | 24.3% |
| 40Δ | 10.55 | 120.1% | 46.6% | 6.74 | 107.0% | 16.0% |
| 45Δ | 9.46 | 98.0% | 32.4% | 7.36 | 64.4% | 7.8% |
| 50Δ | 8.37 | 75.8% | 18.1% | 7.86 | 65.6% | 5.8% |
| 55Δ | 8.33 | 79.3% | 5.6% | |||
| 60Δ | 8.80 | 93.1% | 5.3% | |||
| 65Δ | 9.27 | 106.9% | 5.1% | |||
| 70Δ | 9.74 | 120.7% | 4.8% | |||
| 75Δ | 10.68 | 133.5% | 4.2% | |||
| 80Δ | 12.21 | 145.1% | 3.2% | |||
No recorded observations