Share price$8.52
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:27.933Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:05:50.632113482Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.68 | 123.8% | 76.7% | 6.53 | 97.5% | 27.8% |
| 25Δ | 11.85 | 90.9% | 43.5% | 7.42 | 66.6% | 17.3% |
| 30Δ | 10.35 | 68.2% | 25.9% | 7.76 | 63.7% | 15.0% |
| 35Δ | 9.81 | 61.3% | 20.3% | 8.05 | 63.7% | 13.6% |
| 40Δ | 9.56 | 59.2% | 18.4% | 8.34 | 63.7% | 12.1% |
| 45Δ | 9.31 | 57.1% | 16.4% | 8.63 | 63.7% | 10.7% |
| 50Δ | 9.06 | 55.1% | 14.5% | 8.92 | 63.7% | 9.2% |
| 55Δ | 8.81 | 53.0% | 12.5% | 9.21 | 63.7% | 7.7% |
| 60Δ | 8.56 | 50.9% | 10.6% | 9.50 | 63.7% | 6.3% |
| 65Δ | 8.31 | 48.9% | 8.7% | 9.79 | 63.7% | 4.8% |
| 70Δ | 8.06 | 46.8% | 6.7% | |||
| 75Δ | 7.81 | 44.7% | 4.8% | |||
| 80Δ | 7.56 | 42.7% | 2.9% | |||
No recorded observations