Share price$6.32
1D-4.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:06:48.160Z
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 · 2026-10-23T19:05:42.794083515Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.64 | 188.7% | 32.6% | |||
| 25Δ | 5.22 | 150.5% | 25.5% | |||
| 30Δ | 5.56 | 153.4% | 22.8% | |||
| 35Δ | 8.45 | 166.1% | 42.3% | 5.90 | 156.4% | 20.1% |
| 40Δ | 7.86 | 161.9% | 34.5% | 6.24 | 156.3% | 17.7% |
| 45Δ | 7.45 | 163.4% | 30.0% | 6.59 | 154.7% | 15.3% |
| 50Δ | 7.04 | 164.9% | 25.4% | 6.94 | 153.2% | 13.0% |
| 55Δ | 6.66 | 165.6% | 21.7% | 7.33 | 153.0% | 11.1% |
| 60Δ | 6.28 | 166.2% | 18.1% | 7.74 | 153.0% | 9.4% |
| 65Δ | 5.90 | 166.6% | 14.8% | 8.21 | 154.4% | 7.7% |
| 70Δ | 5.53 | 166.3% | 12.0% | 8.81 | 158.3% | 6.3% |
| 75Δ | 5.16 | 166.0% | 9.2% | 9.41 | 158.1% | 4.9% |
| 80Δ | 4.74 | 169.8% | 7.0% | |||
No recorded observations