Share price$8.80
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:57.697Z
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 · 2026-10-22T20:00:04.117731398Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.89 | 176.8% | 28.3% | |||
| 25Δ | 7.69 | 91.8% | 17.6% | |||
| 30Δ | 8.01 | 93.5% | 16.0% | |||
| 35Δ | 8.33 | 95.2% | 14.5% | |||
| 40Δ | 8.65 | 96.9% | 13.0% | |||
| 45Δ | 8.97 | 98.6% | 11.4% | |||
| 50Δ | 9.29 | 100.3% | 9.9% | |||
| 55Δ | 13.41 | 357.1% | 79.4% | 9.62 | 102.0% | 8.4% |
| 60Δ | 9.69 | 263.3% | 36.0% | 9.94 | 103.7% | 6.8% |
| 65Δ | 8.76 | 250.8% | 28.1% | 10.36 | 102.3% | 5.7% |
| 70Δ | 7.83 | 238.3% | 20.2% | 10.82 | 100.2% | 4.7% |
| 75Δ | 11.27 | 98.1% | 3.7% | |||
| 80Δ | 11.72 | 96.0% | 2.6% | |||
No recorded observations