Share price$8.53
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:45.216Z
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 · 2026-10-22T20:00:00.304586113Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.68 | 43.7% | 15.8% | 6.27 | 137.9% | 30.1% |
| 25Δ | 9.51 | 44.4% | 14.6% | 7.36 | 94.3% | 18.0% |
| 30Δ | 9.34 | 45.2% | 13.5% | 7.73 | 87.7% | 15.2% |
| 35Δ | 9.16 | 45.9% | 12.4% | 8.00 | 86.6% | 13.8% |
| 40Δ | 8.99 | 46.6% | 11.3% | 8.27 | 85.5% | 12.3% |
| 45Δ | 8.82 | 47.3% | 10.2% | 8.53 | 84.4% | 10.9% |
| 50Δ | 8.65 | 48.0% | 9.1% | 8.80 | 83.2% | 9.5% |
| 55Δ | 8.47 | 48.7% | 8.0% | 9.07 | 82.1% | 8.0% |
| 60Δ | 8.30 | 49.4% | 6.9% | 9.33 | 81.0% | 6.6% |
| 65Δ | 8.13 | 50.1% | 5.7% | 9.60 | 79.9% | 5.1% |
| 70Δ | 7.96 | 50.8% | 4.6% | 9.87 | 78.8% | 3.7% |
| 75Δ | 7.78 | 51.5% | 3.5% | |||
| 80Δ | 7.61 | 52.2% | 2.4% | |||
No recorded observations