Share price$8.02
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:07:15.099Z
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 · 2026-10-22T20:00:10.048512675Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.45 | 260.1% | 148.5% | 5.73 | 183.9% | 34.8% |
| 25Δ | 13.70 | 193.1% | 77.1% | 6.36 | 149.2% | 26.9% |
| 30Δ | 11.01 | 145.4% | 43.5% | 6.99 | 114.5% | 19.0% |
| 35Δ | 9.84 | 119.6% | 29.2% | 7.56 | 87.2% | 12.5% |
| 40Δ | 9.52 | 110.3% | 25.6% | 7.89 | 89.7% | 11.4% |
| 45Δ | 9.19 | 101.1% | 22.0% | 8.22 | 92.3% | 10.2% |
| 50Δ | 8.87 | 91.8% | 18.3% | 8.54 | 94.9% | 9.1% |
| 55Δ | 8.54 | 82.5% | 14.7% | 8.87 | 97.5% | 7.9% |
| 60Δ | 8.21 | 73.2% | 11.1% | 9.20 | 100.0% | 6.8% |
| 65Δ | 7.89 | 63.9% | 7.5% | 9.52 | 102.6% | 5.7% |
| 70Δ | 7.56 | 54.7% | 3.8% | 9.85 | 105.2% | 4.5% |
| 75Δ | 7.01 | 70.1% | 2.9% | 10.89 | 121.8% | 3.8% |
| 80Δ | 6.42 | 91.0% | 2.6% | 12.55 | 150.4% | 3.4% |
No recorded observations