Share price$6.37
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:36:28.362Z
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 · 2026-10-23T00:00:05.348636767Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.54 | 229.4% | 38.6% | |||
| 25Δ | 5.11 | 195.0% | 30.7% | |||
| 30Δ | 10.75 | 221.0% | 77.6% | 5.53 | 177.9% | 25.7% |
| 35Δ | 9.14 | 193.2% | 53.3% | 5.94 | 160.7% | 20.7% |
| 40Δ | 8.25 | 178.2% | 40.5% | 6.26 | 151.6% | 17.6% |
| 45Δ | 7.57 | 163.2% | 30.9% | 6.56 | 144.0% | 14.9% |
| 50Δ | 6.97 | 147.9% | 22.5% | 6.86 | 136.3% | 12.1% |
| 55Δ | 6.62 | 141.2% | 18.6% | 7.20 | 132.9% | 10.0% |
| 60Δ | 6.27 | 134.4% | 14.6% | 7.56 | 132.8% | 8.5% |
| 65Δ | 5.93 | 129.4% | 11.0% | 7.92 | 132.7% | 6.9% |
| 70Δ | 5.62 | 130.0% | 9.1% | 8.42 | 135.1% | 5.6% |
| 75Δ | 5.32 | 130.7% | 7.2% | 8.96 | 138.0% | 4.3% |
| 80Δ | 5.01 | 131.3% | 5.2% | 9.68 | 140.7% | 3.2% |
No recorded observations