Share price$7.49
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:04:13.131Z
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 · 2026-10-22T16:04:09.74966793Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.35 | 64.8% | 27.0% | |||
| 25Δ | 9.07 | 63.5% | 24.0% | |||
| 30Δ | 8.80 | 62.2% | 20.9% | |||
| 35Δ | 8.52 | 60.8% | 17.8% | |||
| 40Δ | 8.24 | 59.5% | 14.8% | |||
| 45Δ | 7.97 | 58.2% | 11.7% | |||
| 50Δ | 7.69 | 56.8% | 8.7% | 7.82 | 63.4% | 5.7% |
| 55Δ | 8.29 | 77.0% | 5.4% | |||
| 60Δ | 8.75 | 90.7% | 5.2% | |||
| 65Δ | 9.22 | 104.3% | 4.9% | |||
| 70Δ | 9.69 | 117.9% | 4.7% | |||
| 75Δ | 10.68 | 138.2% | 4.3% | |||
| 80Δ | 12.60 | 168.5% | 3.7% | |||
No recorded observations