Share price$5.59
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:21.952Z
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 · 2026-10-22T18:29:20.998891802Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.73 | 166.8% | 78.4% | 4.04 | 178.6% | 32.6% |
| 25Δ | 9.27 | 159.2% | 71.4% | 4.77 | 102.8% | 18.9% |
| 30Δ | 8.82 | 151.6% | 64.3% | |||
| 35Δ | 8.36 | 144.0% | 57.3% | |||
| 40Δ | 7.91 | 136.5% | 50.2% | |||
| 45Δ | 7.45 | 128.9% | 43.2% | |||
| 50Δ | 7.00 | 121.3% | 36.2% | |||
| 55Δ | 6.55 | 113.7% | 29.1% | |||
| 60Δ | 6.09 | 106.1% | 22.1% | |||
| 65Δ | 5.64 | 98.5% | 15.1% | |||
| 70Δ | 5.18 | 91.0% | 8.0% | |||
| 75Δ | 4.67 | 105.8% | 4.8% | |||
| 80Δ | 4.11 | 135.6% | 4.1% | |||
No recorded observations