Share price$6.32
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:43:26.324Z
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 · 2026-10-23T20:32:12.827126826Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.54 | 427.0% | 455.0% | 4.45 | 257.3% | 41.0% |
| 25Δ | 14.66 | 283.4% | 140.4% | 5.05 | 215.9% | 32.4% |
| 30Δ | 11.28 | 241.5% | 87.8% | 5.47 | 195.0% | 27.1% |
| 35Δ | 8.57 | 172.1% | 44.5% | 5.89 | 174.0% | 21.8% |
| 40Δ | 7.85 | 161.0% | 34.4% | 6.22 | 161.3% | 18.3% |
| 45Δ | 7.41 | 159.4% | 29.1% | 6.52 | 151.3% | 15.4% |
| 50Δ | 6.98 | 158.7% | 24.1% | 6.81 | 141.2% | 12.4% |
| 55Δ | 6.63 | 168.3% | 21.8% | 7.12 | 134.2% | 10.0% |
| 60Δ | 6.29 | 178.0% | 19.5% | 7.46 | 132.4% | 8.4% |
| 65Δ | 5.93 | 186.9% | 17.1% | 7.79 | 130.6% | 6.8% |
| 70Δ | 5.51 | 192.3% | 14.2% | 8.24 | 132.3% | 5.4% |
| 75Δ | 5.08 | 197.6% | 11.4% | 8.89 | 140.1% | 4.4% |
| 80Δ | 4.56 | 211.4% | 9.1% | 9.80 | 145.8% | 3.3% |
No recorded observations