Share price$8.25
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:59:40.746Z
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 · 2026-10-22T20:26:23.841553304Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.57 | 181.3% | 81.1% | 5.74 | 192.6% | 34.6% |
| 25Δ | 11.61 | 132.5% | 45.3% | 6.85 | 117.0% | 21.0% |
| 30Δ | 9.98 | 98.9% | 25.6% | 7.61 | 73.2% | 12.6% |
| 35Δ | 9.69 | 95.1% | 23.0% | 7.89 | 75.2% | 11.5% |
| 40Δ | 9.40 | 91.3% | 20.5% | 8.17 | 77.2% | 10.4% |
| 45Δ | 9.12 | 87.5% | 18.0% | 8.44 | 79.2% | 9.4% |
| 50Δ | 8.83 | 83.8% | 15.4% | 8.72 | 81.2% | 8.3% |
| 55Δ | 8.55 | 80.0% | 12.9% | 9.00 | 83.2% | 7.2% |
| 60Δ | 8.26 | 76.2% | 10.4% | 9.28 | 85.2% | 6.1% |
| 65Δ | 7.97 | 72.4% | 7.8% | 9.55 | 87.2% | 5.1% |
| 70Δ | 7.69 | 68.6% | 5.3% | 9.83 | 89.3% | 4.0% |
| 75Δ | 10.41 | 95.7% | 3.1% | |||
| 80Δ | 11.48 | 109.3% | 2.4% | |||
No recorded observations