Share price$7.92
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:12.965Z
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 · 2026-10-22T20:00:00.213885766Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.73 | 178.8% | 34.6% | |||
| 25Δ | 11.40 | 136.0% | 48.9% | 6.26 | 166.6% | 29.5% |
| 30Δ | 15.14 | 247.8% | 101.0% | 6.80 | 154.3% | 24.3% |
| 35Δ | 15.48 | 295.3% | 108.7% | 7.33 | 142.1% | 19.2% |
| 40Δ | 12.25 | 245.4% | 68.4% | 7.82 | 139.3% | 16.4% |
| 45Δ | 11.23 | 218.0% | 55.9% | 8.27 | 140.7% | 14.6% |
| 50Δ | 10.21 | 190.5% | 43.5% | 8.73 | 142.1% | 12.8% |
| 55Δ | 9.19 | 163.1% | 31.1% | 9.19 | 143.5% | 11.0% |
| 60Δ | 8.17 | 135.6% | 18.7% | 9.65 | 144.9% | 9.2% |
| 65Δ | 7.33 | 121.2% | 10.0% | 10.26 | 149.0% | 7.6% |
| 70Δ | 6.84 | 131.6% | 8.6% | 11.38 | 162.1% | 6.4% |
| 75Δ | 6.34 | 142.1% | 7.3% | 12.50 | 175.2% | 5.3% |
| 80Δ | 5.85 | 152.6% | 5.9% | 14.22 | 185.2% | 4.0% |
No recorded observations