Share price$7.15
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:42:28.876Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T19:42:23.231409892Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.34 | 111.4% | 104.6% | |||
| 25Δ | 13.49 | 101.1% | 92.9% | |||
| 30Δ | 12.64 | 90.8% | 81.2% | |||
| 35Δ | 11.78 | 80.5% | 69.5% | |||
| 40Δ | 10.93 | 70.2% | 57.8% | |||
| 45Δ | 10.08 | 59.9% | 46.1% | |||
| 50Δ | 9.23 | 49.6% | 34.4% | |||
| 55Δ | 8.38 | 39.3% | 22.7% | |||
| 60Δ | 7.52 | 29.0% | 11.0% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations