Share price$6.77
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:30.196Z
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 · 2026-10-22T22:58:37.637167661Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.46 | 207.1% | 104.6% | 5.45 | 112.4% | 25.0% |
| 25Δ | 16.12 | 282.3% | 146.9% | 5.75 | 114.5% | 22.8% |
| 30Δ | 14.43 | 277.6% | 123.2% | 6.05 | 116.6% | 20.6% |
| 35Δ | 11.49 | 202.6% | 78.7% | 6.35 | 118.7% | 18.4% |
| 40Δ | 8.55 | 127.7% | 34.1% | 6.66 | 120.7% | 16.1% |
| 45Δ | 7.31 | 104.0% | 17.1% | 6.96 | 122.8% | 13.9% |
| 50Δ | 7.01 | 108.8% | 15.5% | 7.26 | 124.9% | 11.7% |
| 55Δ | 6.71 | 113.6% | 13.8% | 7.68 | 131.1% | 9.8% |
| 60Δ | 6.41 | 118.5% | 12.2% | 8.58 | 153.4% | 9.1% |
| 65Δ | 6.10 | 123.3% | 10.5% | 9.48 | 175.7% | 8.4% |
| 70Δ | 5.80 | 128.2% | 8.9% | 11.37 | 209.2% | 7.7% |
| 75Δ | 5.50 | 133.0% | 7.3% | 14.58 | 257.6% | 7.0% |
| 80Δ | 5.20 | 137.8% | 5.6% | 15.94 | 252.0% | 5.3% |
No recorded observations