Share price$7.70
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:58:12.754Z
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 · 2026-10-22T23:51:58.149496803Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.59 | 200.6% | 94.4% | 5.67 | 190.9% | 34.5% |
| 25Δ | 13.24 | 199.9% | 78.4% | 6.21 | 191.7% | 30.4% |
| 30Δ | 12.25 | 202.0% | 67.3% | 6.73 | 191.5% | 26.8% |
| 35Δ | 11.31 | 201.7% | 57.0% | 7.27 | 192.8% | 23.7% |
| 40Δ | 10.40 | 197.1% | 46.9% | 7.83 | 195.5% | 21.0% |
| 45Δ | 9.63 | 194.2% | 38.9% | 8.38 | 194.4% | 18.3% |
| 50Δ | 8.97 | 193.6% | 32.5% | 8.94 | 191.4% | 15.6% |
| 55Δ | 8.38 | 193.5% | 27.4% | 9.55 | 190.1% | 13.3% |
| 60Δ | 7.81 | 195.5% | 22.8% | 10.21 | 189.6% | 11.1% |
| 65Δ | 7.28 | 201.4% | 19.4% | 10.97 | 190.5% | 9.2% |
| 70Δ | 6.74 | 205.5% | 15.9% | 11.87 | 191.7% | 7.4% |
| 75Δ | 6.17 | 207.3% | 12.4% | 12.76 | 189.2% | 5.7% |
| 80Δ | 5.56 | 213.4% | 9.5% | 13.62 | 182.7% | 4.0% |
No recorded observations