Share price$6.48
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:39.495Z
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 · 2026-10-22T22:15:57.263720175Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.72 | 470.3% | 660.7% | 4.55 | 262.5% | 41.8% |
| 25Δ | 16.89 | 306.7% | 169.6% | 5.15 | 218.3% | 33.1% |
| 30Δ | 12.21 | 252.1% | 98.2% | 5.61 | 166.5% | 24.4% |
| 35Δ | 8.60 | 159.7% | 41.1% | 6.06 | 125.4% | 17.0% |
| 40Δ | 7.89 | 149.2% | 31.5% | 6.48 | 147.7% | 16.7% |
| 45Δ | 7.57 | 158.5% | 29.0% | 6.90 | 169.9% | 16.4% |
| 50Δ | 7.25 | 167.7% | 26.5% | 7.26 | 168.6% | 14.4% |
| 55Δ | 6.90 | 174.4% | 23.7% | 7.60 | 160.3% | 11.9% |
| 60Δ | 6.48 | 172.7% | 19.6% | 7.94 | 151.9% | 9.4% |
| 65Δ | 6.07 | 171.0% | 15.6% | 8.60 | 159.9% | 8.0% |
| 70Δ | 5.65 | 176.2% | 12.9% | 9.36 | 168.3% | 6.7% |
| 75Δ | 5.23 | 182.6% | 10.5% | 10.13 | 171.5% | 5.2% |
| 80Δ | 4.73 | 195.4% | 8.4% | 10.90 | 169.6% | 3.7% |
No recorded observations