Share price$6.47
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:40.945Z
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 · 2026-10-22T20:41:01.706951597Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.97 | 470.8% | 665.8% | 4.55 | 262.2% | 41.8% |
| 25Δ | 16.92 | 306.9% | 170.4% | 5.14 | 218.4% | 33.1% |
| 30Δ | 12.21 | 252.3% | 98.5% | 5.60 | 167.2% | 24.5% |
| 35Δ | 8.59 | 160.1% | 41.2% | 6.05 | 124.1% | 16.9% |
| 40Δ | 7.89 | 149.9% | 31.7% | 6.47 | 146.3% | 16.6% |
| 45Δ | 7.56 | 159.2% | 29.2% | 6.89 | 168.5% | 16.2% |
| 50Δ | 7.24 | 168.5% | 26.7% | 7.25 | 168.3% | 14.3% |
| 55Δ | 6.90 | 175.2% | 23.8% | 7.58 | 159.9% | 11.9% |
| 60Δ | 6.48 | 173.5% | 19.8% | 7.92 | 151.5% | 9.4% |
| 65Δ | 6.06 | 171.9% | 15.7% | 8.55 | 158.2% | 8.0% |
| 70Δ | 5.64 | 177.4% | 13.0% | 9.30 | 166.8% | 6.7% |
| 75Δ | 5.22 | 184.1% | 10.6% | 10.07 | 170.1% | 5.2% |
| 80Δ | 4.72 | 197.5% | 8.5% | 10.84 | 168.0% | 3.7% |
No recorded observations