Share price$6.45
1D+2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:40:06.682Z
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 · 2026-10-22T16:38:55.544072466Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.88 | 160.9% | 30.7% | |||
| 25Δ | 9.89 | 164.6% | 58.9% | 5.29 | 152.1% | 26.2% |
| 30Δ | 9.06 | 159.2% | 47.4% | 5.65 | 147.4% | 22.5% |
| 35Δ | 8.40 | 152.2% | 38.4% | 6.01 | 142.9% | 18.9% |
| 40Δ | 7.87 | 150.1% | 31.8% | 6.35 | 143.8% | 16.8% |
| 45Δ | 7.53 | 156.6% | 28.7% | 6.69 | 144.7% | 14.7% |
| 50Δ | 7.18 | 163.2% | 25.7% | 7.05 | 146.2% | 12.6% |
| 55Δ | 6.81 | 159.7% | 21.6% | 7.53 | 152.3% | 11.2% |
| 60Δ | 6.41 | 144.6% | 16.3% | 8.01 | 158.4% | 9.7% |
| 65Δ | 6.01 | 129.4% | 11.0% | 8.58 | 161.2% | 8.1% |
| 70Δ | 5.65 | 137.3% | 9.4% | 10.09 | 192.7% | 7.4% |
| 75Δ | 5.30 | 145.9% | 7.9% | 10.24 | 176.0% | 5.4% |
| 80Δ | 4.93 | 152.9% | 6.3% | |||
No recorded observations