Share price$7.37
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T04:24:30.498Z
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 · 2026-10-23T20:04:27.63970897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.72 | 180.9% | 77.2% | 5.77 | 136.6% | 26.9% |
| 25Δ | 12.86 | 204.6% | 80.9% | 6.15 | 136.7% | 23.4% |
| 30Δ | 10.01 | 152.3% | 42.2% | 6.50 | 132.7% | 20.3% |
| 35Δ | 12.52 | 235.4% | 80.5% | 6.85 | 128.6% | 17.2% |
| 40Δ | 8.88 | 147.1% | 29.7% | 7.21 | 129.4% | 14.9% |
| 45Δ | 8.42 | 144.7% | 25.0% | 7.58 | 133.6% | 13.3% |
| 50Δ | 7.97 | 143.4% | 20.6% | 7.94 | 137.8% | 11.7% |
| 55Δ | 7.62 | 154.7% | 18.9% | 8.33 | 138.2% | 10.1% |
| 60Δ | 7.27 | 166.0% | 17.3% | 8.73 | 137.7% | 8.5% |
| 65Δ | 6.91 | 170.8% | 15.1% | 9.39 | 146.6% | 7.3% |
| 70Δ | 6.55 | 155.5% | 11.4% | 10.33 | 161.6% | 6.4% |
| 75Δ | 6.19 | 140.3% | 7.8% | 11.12 | 163.5% | 4.9% |
| 80Δ | 5.65 | 153.0% | 5.8% | 12.80 | 177.7% | 3.8% |
No recorded observations