Share price$7.65
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:42.837Z
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 · 2026-10-22T22:31:08.839268947Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.08 | 152.7% | 61.9% | 5.99 | 135.3% | 26.9% |
| 25Δ | 11.37 | 146.7% | 53.5% | 6.37 | 135.2% | 23.9% |
| 30Δ | 11.26 | 176.3% | 54.7% | 6.75 | 135.1% | 20.9% |
| 35Δ | 12.75 | 243.7% | 78.2% | 7.15 | 138.5% | 18.5% |
| 40Δ | 10.97 | 206.1% | 55.3% | 7.58 | 148.7% | 17.1% |
| 45Δ | 9.19 | 168.5% | 32.5% | 8.01 | 158.3% | 15.6% |
| 50Δ | 8.46 | 151.7% | 23.9% | 8.39 | 151.8% | 13.2% |
| 55Δ | 7.90 | 142.7% | 18.1% | 8.77 | 145.2% | 10.9% |
| 60Δ | 7.51 | 149.2% | 15.9% | 9.21 | 141.6% | 8.9% |
| 65Δ | 7.13 | 155.7% | 13.8% | 9.73 | 142.2% | 7.3% |
| 70Δ | 6.63 | 190.6% | 13.8% | 10.58 | 152.9% | 6.2% |
| 75Δ | 6.09 | 238.9% | 14.9% | 12.77 | 190.2% | 5.6% |
| 80Δ | 5.66 | 217.8% | 11.1% | 13.81 | 190.0% | 4.3% |
No recorded observations