Share price$7.64
1D+9.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:11:33.144Z
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 · 2026-10-22T20:34:39.853596092Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.74 | 124.1% | 28.6% | |||
| 25Δ | 6.15 | 111.2% | 24.0% | |||
| 30Δ | 6.55 | 98.3% | 19.3% | |||
| 35Δ | 6.95 | 85.5% | 14.7% | |||
| 40Δ | 7.36 | 72.6% | 10.0% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 7.37 | 93.2% | 9.0% | |||
| 65Δ | 6.97 | 102.1% | 7.9% | |||
| 70Δ | 6.56 | 111.1% | 6.8% | |||
| 75Δ | 6.16 | 120.0% | 5.8% | |||
| 80Δ | 5.76 | 129.0% | 4.7% | |||
No recorded observations