Share price$6.62
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:42:52.684Z
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 · 2026-10-22T20:00:00.15562454Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.51 | 86.9% | 21.6% | |||
| 25Δ | 5.75 | 88.2% | 19.7% | |||
| 30Δ | 5.98 | 89.5% | 17.9% | |||
| 35Δ | 6.22 | 90.8% | 16.0% | |||
| 40Δ | 9.78 | 232.4% | 61.1% | 6.46 | 92.1% | 14.1% |
| 45Δ | 8.52 | 196.2% | 42.4% | 6.70 | 93.4% | 12.3% |
| 50Δ | 7.43 | 165.9% | 26.6% | 6.93 | 94.7% | 10.4% |
| 55Δ | 7.06 | 160.5% | 23.2% | 7.17 | 96.0% | 8.5% |
| 60Δ | 6.69 | 155.2% | 19.8% | 7.41 | 97.4% | 6.7% |
| 65Δ | 6.33 | 149.8% | 16.5% | 8.18 | 108.6% | 5.5% |
| 70Δ | 5.96 | 144.5% | 13.1% | 9.28 | 126.1% | 4.8% |
| 75Δ | 5.59 | 139.1% | 9.7% | 10.38 | 143.5% | 4.0% |
| 80Δ | 5.22 | 133.8% | 6.3% | 11.48 | 161.0% | 3.3% |
No recorded observations