Share price$6.69
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:57.730Z
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 · 2026-10-22T16:40:39.616815363Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.47 | 388.3% | 58.5% | |||
| 25Δ | 3.88 | 355.8% | 52.9% | |||
| 30Δ | 4.28 | 323.3% | 47.3% | |||
| 35Δ | 4.69 | 290.8% | 41.7% | |||
| 40Δ | 9.80 | 227.3% | 59.6% | 5.09 | 258.3% | 36.2% |
| 45Δ | 8.58 | 192.8% | 41.7% | 5.49 | 225.8% | 30.6% |
| 50Δ | 7.46 | 161.6% | 25.6% | 5.90 | 193.3% | 25.0% |
| 55Δ | 7.11 | 155.3% | 22.4% | 6.30 | 160.9% | 19.4% |
| 60Δ | 6.77 | 149.1% | 19.2% | 6.71 | 128.4% | 13.8% |
| 65Δ | 6.42 | 142.9% | 16.1% | 7.11 | 95.9% | 8.2% |
| 70Δ | 6.07 | 136.7% | 12.9% | 7.54 | 65.8% | 2.8% |
| 75Δ | 5.72 | 130.4% | 9.7% | 8.68 | 96.9% | 2.8% |
| 80Δ | 5.38 | 124.2% | 6.6% | 9.82 | 128.1% | 2.8% |
No recorded observations