Share price$7.90
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:20:57.335Z
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 · 2026-10-22T16:20:51.817693701Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.70 | 263.8% | 155.7% | 5.48 | 206.0% | 34.4% |
| 25Δ | 12.18 | 155.0% | 59.3% | 6.56 | 117.3% | 19.9% |
| 30Δ | 11.62 | 142.9% | 52.7% | 7.57 | 41.6% | 7.2% |
| 35Δ | 11.06 | 130.7% | 46.1% | 8.09 | 54.5% | 6.9% |
| 40Δ | 10.51 | 118.6% | 39.5% | 8.61 | 67.5% | 6.6% |
| 45Δ | 9.95 | 106.5% | 32.8% | 9.13 | 80.4% | 6.3% |
| 50Δ | 9.39 | 94.4% | 26.2% | 9.65 | 93.3% | 6.0% |
| 55Δ | 8.83 | 82.2% | 19.6% | 10.17 | 106.3% | 5.7% |
| 60Δ | 8.27 | 70.1% | 13.0% | 10.69 | 119.2% | 5.4% |
| 65Δ | 7.71 | 58.0% | 6.4% | 11.21 | 132.2% | 5.1% |
| 70Δ | 7.12 | 73.5% | 4.0% | 11.73 | 145.1% | 4.8% |
| 75Δ | 6.51 | 105.9% | 4.1% | 12.26 | 158.0% | 4.5% |
| 80Δ | 5.89 | 138.3% | 4.3% | 14.14 | 183.5% | 4.0% |
No recorded observations