Share price$7.17
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:45:43.551Z
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 · 2026-10-22T20:00:02.952497972Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 9.00 | 187.1% | 12.8% | |||
| 60Δ | 9.98 | 212.6% | 12.2% | |||
| 65Δ | 9.80 | 185.7% | 10.1% | |||
| 70Δ | 6.87 | 32.2% | 1.8% | 9.62 | 158.8% | 8.0% |
| 75Δ | 6.02 | 111.6% | 3.9% | 9.45 | 131.9% | 5.9% |
| 80Δ | 5.16 | 191.0% | 5.9% | 9.27 | 105.0% | 3.8% |
No recorded observations