Share price$6.68
1D+2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:45:44.925Z
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 · 2026-10-23T15:43:46.329061715Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.41 | 232.4% | 121.3% | 5.29 | 118.2% | 25.6% |
| 25Δ | 11.22 | 195.3% | 74.7% | 5.56 | 116.4% | 23.3% |
| 30Δ | 12.05 | 236.1% | 89.5% | 5.84 | 114.7% | 20.9% |
| 35Δ | 10.35 | 193.3% | 64.0% | 6.12 | 112.9% | 18.5% |
| 40Δ | 8.64 | 150.6% | 38.4% | 6.40 | 111.2% | 16.1% |
| 45Δ | 7.40 | 121.5% | 20.6% | 6.68 | 109.4% | 13.8% |
| 50Δ | 7.12 | 120.2% | 18.5% | 6.95 | 107.7% | 11.4% |
| 55Δ | 6.83 | 118.9% | 16.3% | 7.23 | 105.9% | 9.0% |
| 60Δ | 6.54 | 117.6% | 14.1% | 7.54 | 105.7% | 6.7% |
| 65Δ | 6.25 | 116.3% | 12.0% | 8.77 | 145.0% | 6.9% |
| 70Δ | 5.96 | 115.0% | 9.8% | 10.00 | 184.3% | 7.1% |
| 75Δ | 5.67 | 113.7% | 7.6% | 11.02 | 186.2% | 5.6% |
| 80Δ | 5.38 | 112.4% | 5.5% | 12.03 | 187.9% | 4.1% |
No recorded observations