Share price$8.84
1D-1.5%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:44.793Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:38.585532467Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.15 | 167.2% | 15.9% | 8.14 | 137.4% | 9.2% |
| 25Δ | 9.45 | 123.0% | 8.2% | 8.28 | 136.3% | 8.0% |
| 30Δ | 9.33 | 125.3% | 7.4% | 8.42 | 135.2% | 6.8% |
| 35Δ | 9.22 | 127.7% | 6.5% | 8.55 | 134.0% | 5.8% |
| 40Δ | 9.11 | 130.1% | 5.7% | 8.66 | 132.8% | 5.1% |
| 45Δ | 8.99 | 132.4% | 4.9% | 8.77 | 131.7% | 4.4% |
| 50Δ | 8.88 | 133.7% | 4.3% | 8.88 | 130.5% | 3.7% |
| 55Δ | 8.77 | 134.9% | 3.7% | 8.99 | 129.3% | 3.1% |
| 60Δ | 8.66 | 136.2% | 3.2% | 9.17 | 145.2% | 2.8% |
| 65Δ | 8.54 | 137.5% | 2.6% | 9.36 | 162.8% | 2.6% |
| 70Δ | 8.42 | 136.3% | 2.1% | 9.58 | 177.6% | 2.3% |
| 75Δ | 8.30 | 133.5% | 1.7% | 9.87 | 184.7% | 1.9% |
| 80Δ | 8.17 | 130.8% | 1.3% | 10.17 | 191.8% | 1.5% |
| Date | IV |
|---|---|
| 128.30% | |
| 128.02% |