Share price$7.47
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:10:21.575Z
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 · 2026-10-23T00:00:00.084731875Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.90 | 211.2% | 104.5% | 5.95 | 71.1% | 22.8% |
| 25Δ | 13.81 | 191.7% | 90.5% | 6.23 | 67.3% | 19.6% |
| 30Δ | 12.73 | 172.2% | 76.6% | 6.51 | 63.5% | 16.4% |
| 35Δ | 11.65 | 152.7% | 62.7% | 6.80 | 59.7% | 13.2% |
| 40Δ | 10.57 | 133.3% | 48.7% | 7.08 | 55.9% | 10.0% |
| 45Δ | 9.49 | 113.8% | 34.8% | 7.36 | 52.1% | 6.8% |
| 50Δ | 8.41 | 94.3% | 20.8% | 8.38 | 64.8% | 5.2% |
| 55Δ | 7.44 | 79.5% | 9.0% | 10.09 | 93.2% | 4.9% |
| 60Δ | 7.08 | 89.5% | 8.1% | 11.80 | 121.5% | 4.7% |
| 65Δ | 6.71 | 99.6% | 7.2% | 13.51 | 149.9% | 4.5% |
| 70Δ | 6.34 | 109.6% | 6.3% | 15.22 | 178.3% | 4.3% |
| 75Δ | 5.98 | 119.6% | 5.4% | 16.93 | 206.7% | 4.0% |
| 80Δ | 5.61 | 129.7% | 4.5% | 18.64 | 235.0% | 3.8% |
No recorded observations