Share price$8.68
1D+0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:54:43.750Z
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 · 2026-10-23T19:54:26.670177778Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.94 | 103.1% | 23.9% | |||
| 25Δ | 7.49 | 101.6% | 18.6% | |||
| 30Δ | 7.95 | 113.8% | 17.5% | |||
| 35Δ | 8.41 | 126.3% | 16.5% | |||
| 40Δ | 8.87 | 138.8% | 15.5% | |||
| 45Δ | 9.32 | 151.2% | 14.5% | |||
| 50Δ | 18.41 | 421.5% | 137.6% | 9.78 | 163.7% | 13.5% |
| 55Δ | 14.21 | 386.9% | 91.7% | 10.16 | 164.1% | 12.2% |
| 60Δ | 12.11 | 337.9% | 68.4% | 10.48 | 153.5% | 10.6% |
| 65Δ | 10.01 | 288.9% | 45.1% | 10.79 | 142.9% | 9.0% |
| 70Δ | 7.91 | 239.8% | 21.8% | 11.11 | 132.3% | 7.4% |
| 75Δ | 11.43 | 121.7% | 5.8% | |||
| 80Δ | 11.74 | 111.1% | 4.2% | |||
No recorded observations