Share price$7.23
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:06:29.316Z
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 · 2026-10-22T20:00:01.382963956Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.02 | 114.2% | 41.8% | 5.99 | 95.6% | 20.6% |
| 25Δ | 8.99 | 94.2% | 27.8% | 6.25 | 94.2% | 18.2% |
| 30Δ | 8.65 | 92.7% | 24.1% | 6.51 | 92.8% | 15.9% |
| 35Δ | 8.32 | 91.2% | 20.4% | 6.77 | 91.5% | 13.6% |
| 40Δ | 7.99 | 89.9% | 16.8% | 7.02 | 90.2% | 11.3% |
| 45Δ | 7.75 | 89.9% | 14.8% | 7.26 | 89.5% | 10.0% |
| 50Δ | 7.51 | 89.9% | 12.8% | 7.49 | 88.8% | 8.6% |
| 55Δ | 7.27 | 90.0% | 10.8% | 7.73 | 88.1% | 7.2% |
| 60Δ | 7.02 | 90.0% | 8.8% | 7.96 | 87.4% | 5.8% |
| 65Δ | 6.78 | 90.3% | 7.4% | 8.30 | 89.7% | 4.9% |
| 70Δ | 6.53 | 90.6% | 6.1% | 8.66 | 92.6% | 4.0% |
| 75Δ | 6.28 | 91.0% | 4.8% | 9.03 | 95.8% | 3.2% |
| 80Δ | 6.03 | 91.3% | 3.6% | 9.72 | 103.7% | 2.4% |
No recorded observations