Share price$6.74
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:53.549Z
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 · 2026-10-22T14:50:37.822034652Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.54 | 148.0% | 60.2% | 4.97 | 157.5% | 32.3% |
| 25Δ | 9.30 | 129.6% | 42.6% | 5.45 | 146.9% | 26.6% |
| 30Δ | 8.68 | 123.9% | 34.4% | 5.93 | 136.3% | 21.0% |
| 35Δ | 8.23 | 122.3% | 28.8% | |||
| 40Δ | 7.84 | 121.6% | 24.4% | |||
| 45Δ | 7.51 | 121.8% | 21.2% | |||
| 50Δ | 7.19 | 122.1% | 17.9% | |||
| 55Δ | 6.89 | 120.2% | 15.3% | |||
| 60Δ | 6.63 | 115.4% | 13.3% | |||
| 65Δ | 6.38 | 110.5% | 11.4% | |||
| 70Δ | 6.12 | 105.7% | 9.5% | |||
| 75Δ | 5.86 | 100.8% | 7.6% | |||
| 80Δ | 5.60 | 96.0% | 5.7% | |||
No recorded observations