Share price$8.04
1D-5.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:01:06.191Z
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 · 2026-10-22T23:00:00.001660925Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.53 | 187.4% | 85.4% | 6.01 | 143.1% | 29.5% |
| 25Δ | 12.19 | 154.0% | 56.8% | 6.71 | 104.7% | 20.6% |
| 30Δ | 11.61 | 146.9% | 50.8% | 7.41 | 66.4% | 11.6% |
| 35Δ | 11.03 | 139.8% | 44.7% | |||
| 40Δ | 10.46 | 132.7% | 38.7% | |||
| 45Δ | 9.88 | 125.7% | 32.6% | |||
| 50Δ | 9.30 | 118.6% | 26.6% | |||
| 55Δ | 8.73 | 111.5% | 20.5% | |||
| 60Δ | 8.15 | 104.4% | 14.4% | |||
| 65Δ | 7.58 | 97.4% | 8.4% | |||
| 70Δ | 7.01 | 115.2% | 7.0% | |||
| 75Δ | 6.44 | 136.8% | 6.3% | |||
| 80Δ | 5.87 | 158.4% | 5.6% | |||
No recorded observations