Share price$8.82
1D-1.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T16:57:56.061Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:57:55.295459523Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.50 | 200.8% | 20.3% | 8.13 | 135.3% | 9.1% |
| 25Δ | 9.49 | 136.6% | 9.1% | 8.27 | 133.9% | 7.9% |
| 30Δ | 9.36 | 136.4% | 8.1% | 8.41 | 132.6% | 6.7% |
| 35Δ | 9.24 | 136.1% | 7.0% | 8.54 | 131.3% | 5.7% |
| 40Δ | 9.11 | 135.9% | 6.0% | 8.64 | 129.8% | 5.0% |
| 45Δ | 8.98 | 135.6% | 5.0% | 8.75 | 128.3% | 4.3% |
| 50Δ | 8.87 | 135.0% | 4.4% | 8.86 | 126.8% | 3.7% |
| 55Δ | 8.76 | 134.5% | 3.8% | 8.96 | 125.4% | 3.0% |
| 60Δ | 8.65 | 133.9% | 3.1% | 9.12 | 135.8% | 2.6% |
| 65Δ | 8.53 | 133.3% | 2.5% | 9.31 | 152.6% | 2.4% |
| 70Δ | 8.40 | 134.2% | 2.0% | 9.50 | 169.4% | 2.2% |
| 75Δ | 8.26 | 135.7% | 1.6% | 9.70 | 167.5% | 1.8% |
| 80Δ | 8.12 | 137.2% | 1.2% | 9.90 | 165.2% | 1.3% |
| Date | IV |
|---|---|
| 128.30% | |
| 128.02% |