Share price$7.93
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:56.728Z
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 · 2026-10-22T15:13:52.633306428Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.71 | 263.0% | 154.9% | 5.58 | 198.8% | 33.4% |
| 25Δ | 12.19 | 154.0% | 58.9% | 6.69 | 107.5% | 18.4% |
| 30Δ | 11.65 | 142.1% | 52.5% | 7.63 | 44.0% | 7.5% |
| 35Δ | 11.11 | 130.2% | 46.1% | 8.12 | 54.9% | 7.1% |
| 40Δ | 10.57 | 118.3% | 39.7% | 8.61 | 65.7% | 6.7% |
| 45Δ | 10.03 | 106.4% | 33.3% | 9.10 | 76.6% | 6.3% |
| 50Δ | 9.49 | 94.5% | 26.9% | 9.59 | 87.5% | 5.9% |
| 55Δ | 8.95 | 82.7% | 20.5% | 10.08 | 98.4% | 5.5% |
| 60Δ | 8.41 | 70.8% | 14.1% | 10.57 | 109.3% | 5.1% |
| 65Δ | 7.86 | 58.9% | 7.8% | 11.06 | 120.1% | 4.7% |
| 70Δ | 7.29 | 61.7% | 3.5% | 11.54 | 131.0% | 4.3% |
| 75Δ | 6.65 | 94.7% | 3.7% | 12.03 | 141.9% | 3.9% |
| 80Δ | 6.01 | 127.8% | 3.8% | 13.42 | 168.8% | 3.7% |
No recorded observations