Share price$6.02
1D-4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:07:43.205Z
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 · 2026-10-22T20:00:04.068688605Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.40 | 65.0% | 15.6% | |||
| 25Δ | 5.61 | 69.4% | 14.5% | |||
| 30Δ | 12.47 | 278.4% | 117.6% | 5.82 | 73.8% | 13.4% |
| 35Δ | 11.75 | 259.7% | 106.5% | 6.02 | 78.2% | 12.3% |
| 40Δ | 11.02 | 241.1% | 95.4% | 6.23 | 82.6% | 11.2% |
| 45Δ | 10.30 | 222.5% | 84.3% | 6.44 | 87.0% | 10.1% |
| 50Δ | 9.58 | 203.8% | 73.2% | 6.64 | 91.4% | 9.0% |
| 55Δ | 8.85 | 185.2% | 62.1% | 6.85 | 95.7% | 7.9% |
| 60Δ | 8.13 | 166.5% | 51.0% | 7.05 | 100.1% | 6.9% |
| 65Δ | 7.41 | 147.9% | 39.9% | 7.26 | 104.5% | 5.8% |
| 70Δ | 6.68 | 129.2% | 28.8% | 7.47 | 108.9% | 4.7% |
| 75Δ | 5.96 | 110.6% | 17.7% | 8.40 | 125.9% | 3.9% |
| 80Δ | 5.23 | 91.9% | 6.6% | 9.47 | 145.3% | 3.2% |
No recorded observations