Share price$7.22
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:48:58.013Z
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 · 2026-10-22T23:15:57.75602864Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.01 | 114.4% | 41.8% | 5.99 | 95.4% | 20.5% |
| 25Δ | 8.99 | 94.5% | 28.0% | 6.25 | 93.8% | 18.1% |
| 30Δ | 8.65 | 93.1% | 24.2% | 6.50 | 92.4% | 15.8% |
| 35Δ | 8.31 | 91.7% | 20.5% | 6.76 | 91.0% | 13.5% |
| 40Δ | 7.98 | 90.4% | 16.9% | 7.01 | 89.7% | 11.3% |
| 45Δ | 7.74 | 90.5% | 14.9% | 7.25 | 88.9% | 9.9% |
| 50Δ | 7.50 | 90.6% | 12.9% | 7.48 | 88.2% | 8.5% |
| 55Δ | 7.26 | 90.7% | 10.9% | 7.71 | 87.4% | 7.2% |
| 60Δ | 7.01 | 90.8% | 8.8% | 7.94 | 86.7% | 5.8% |
| 65Δ | 6.76 | 91.3% | 7.5% | 8.27 | 88.6% | 4.8% |
| 70Δ | 6.51 | 91.8% | 6.2% | 8.62 | 91.3% | 4.0% |
| 75Δ | 6.26 | 92.3% | 4.9% | 8.98 | 94.1% | 3.1% |
| 80Δ | 6.01 | 92.8% | 3.6% | 9.64 | 101.4% | 2.4% |
No recorded observations