Share price$7.35
1D+9.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T03:15:34.981Z
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 · 2026-10-22T23:00:00.002453074Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.35 | 164.1% | 32.9% | |||
| 25Δ | 11.91 | 166.8% | 67.1% | 5.72 | 148.6% | 28.5% |
| 30Δ | 10.97 | 142.3% | 54.3% | 6.09 | 133.0% | 24.1% |
| 35Δ | 10.03 | 117.9% | 41.5% | 6.45 | 117.4% | 19.7% |
| 40Δ | 9.08 | 93.4% | 28.7% | 6.82 | 101.8% | 15.2% |
| 45Δ | 8.14 | 69.0% | 15.9% | 7.19 | 86.3% | 10.8% |
| 50Δ | 7.61 | 77.0% | 7.1% | |||
| 55Δ | 8.29 | 100.1% | 7.1% | |||
| 60Δ | 8.96 | 123.2% | 7.1% | |||
| 65Δ | 9.64 | 146.3% | 7.1% | |||
| 70Δ | 11.11 | 180.7% | 7.0% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations