Share price$6.58
1D+3.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:23:31.708Z
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 · 2026-10-22T22:30:06.342445522Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:29.787897+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.99 | 162.1% | 30.6% | |||
| 25Δ | 9.91 | 160.0% | 56.1% | 5.38 | 161.3% | 27.2% |
| 30Δ | 9.11 | 153.5% | 45.1% | 5.76 | 160.9% | 23.8% |
| 35Δ | 8.50 | 148.3% | 37.2% | 6.15 | 160.7% | 20.8% |
| 40Δ | 7.95 | 144.8% | 30.3% | 6.53 | 160.8% | 18.3% |
| 45Δ | 7.61 | 150.5% | 27.3% | 6.91 | 160.8% | 15.8% |
| 50Δ | 7.27 | 156.2% | 24.3% | 7.35 | 162.5% | 13.8% |
| 55Δ | 6.91 | 158.7% | 21.0% | 7.81 | 164.6% | 11.9% |
| 60Δ | 6.53 | 150.3% | 16.8% | 8.30 | 165.7% | 10.1% |
| 65Δ | 6.15 | 141.9% | 12.6% | 8.83 | 166.0% | 8.3% |
| 70Δ | 5.78 | 140.5% | 9.8% | 9.52 | 169.0% | 6.7% |
| 75Δ | 5.43 | 143.6% | 7.9% | 10.15 | 167.6% | 5.2% |
| 80Δ | 5.07 | 146.8% | 6.0% | 10.56 | 156.4% | 3.7% |
No recorded observations