Share price$7.87
1D+9.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:09:36.802Z
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 · 2026-10-22T23:05:49.942498491Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.68 | 125.6% | 34.2% | |||
| 25Δ | 10.95 | 93.7% | 43.8% | 6.22 | 112.4% | 28.4% |
| 30Δ | 12.24 | 132.5% | 63.1% | 6.75 | 99.2% | 22.7% |
| 35Δ | 11.52 | 122.6% | 54.9% | 7.28 | 86.1% | 16.9% |
| 40Δ | 10.81 | 112.6% | 46.6% | 7.72 | 80.8% | 13.7% |
| 45Δ | 10.10 | 102.7% | 38.4% | 8.09 | 81.2% | 12.2% |
| 50Δ | 9.39 | 92.8% | 30.1% | 8.46 | 81.6% | 10.6% |
| 55Δ | 8.67 | 82.8% | 21.9% | 8.83 | 82.0% | 9.1% |
| 60Δ | 7.96 | 72.9% | 13.7% | 9.20 | 82.4% | 7.6% |
| 65Δ | 9.58 | 82.8% | 6.1% | |||
| 70Δ | 9.95 | 83.2% | 4.6% | |||
| 75Δ | 10.76 | 86.8% | 3.5% | |||
| 80Δ | 11.64 | 90.8% | 2.5% | |||
No recorded observations