Share price$7.84
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:28:22.425Z
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 · 2026-10-23T00:00:05.311359968Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.59 | 196.7% | 90.9% | 5.75 | 198.5% | 35.0% |
| 25Δ | 13.25 | 195.5% | 75.3% | 6.31 | 200.2% | 31.0% |
| 30Δ | 12.26 | 197.1% | 64.5% | 6.86 | 200.5% | 27.3% |
| 35Δ | 11.33 | 196.3% | 54.5% | 7.43 | 203.2% | 24.3% |
| 40Δ | 10.44 | 192.9% | 44.7% | 8.01 | 206.6% | 21.5% |
| 45Δ | 9.67 | 190.3% | 36.8% | 8.60 | 204.2% | 18.7% |
| 50Δ | 9.02 | 189.0% | 30.6% | 9.21 | 202.4% | 16.0% |
| 55Δ | 8.45 | 188.0% | 25.7% | 9.87 | 202.1% | 13.7% |
| 60Δ | 7.89 | 188.1% | 21.1% | 10.66 | 202.1% | 11.6% |
| 65Δ | 7.38 | 192.6% | 17.8% | 11.56 | 203.7% | 9.6% |
| 70Δ | 6.85 | 195.7% | 14.5% | 12.54 | 204.3% | 7.8% |
| 75Δ | 6.32 | 195.2% | 11.3% | 13.50 | 200.9% | 5.9% |
| 80Δ | 5.76 | 195.5% | 8.4% | 15.01 | 204.3% | 4.3% |
No recorded observations