Share price$6.41
1D+5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:50.478Z
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 · 2026-10-22T23:00:00.002483992Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.82 | 71.2% | 24.1% | 5.39 | 78.7% | 18.7% |
| 25Δ | 7.58 | 71.3% | 21.2% | 5.63 | 75.1% | 15.7% |
| 30Δ | 7.35 | 71.4% | 18.2% | 5.87 | 71.5% | 12.7% |
| 35Δ | 7.11 | 71.5% | 15.3% | 6.07 | 69.1% | 10.5% |
| 40Δ | 6.91 | 72.3% | 13.2% | 6.22 | 67.8% | 9.3% |
| 45Δ | 6.74 | 73.9% | 11.8% | 6.37 | 66.6% | 8.2% |
| 50Δ | 6.56 | 75.5% | 10.5% | 6.53 | 65.3% | 7.0% |
| 55Δ | 6.39 | 77.0% | 9.1% | 6.68 | 64.1% | 5.8% |
| 60Δ | 6.22 | 78.6% | 7.8% | 6.83 | 62.8% | 4.6% |
| 65Δ | 6.04 | 80.2% | 6.4% | 6.98 | 61.6% | 3.4% |
| 70Δ | 5.80 | 83.8% | 5.4% | 7.19 | 61.3% | 2.8% |
| 75Δ | 5.54 | 88.1% | 4.5% | 7.41 | 61.3% | 2.1% |
| 80Δ | 5.28 | 92.5% | 3.6% | 7.64 | 61.2% | 1.5% |
No recorded observations