Share price$8.28
1D+2.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T00:46:49.540Z
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 · 2026-10-23T00:00:00.176624572Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T00:46:49.241113+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.29 | 157.2% | 30.1% | |||
| 25Δ | 13.40 | 182.2% | 67.9% | 7.00 | 120.3% | 21.5% |
| 30Δ | 10.98 | 137.1% | 38.7% | 7.37 | 103.2% | 17.2% |
| 35Δ | 10.57 | 123.2% | 33.8% | 7.73 | 86.1% | 12.9% |
| 40Δ | 10.17 | 109.4% | 28.8% | 8.04 | 72.5% | 9.4% |
| 45Δ | 9.76 | 95.5% | 23.9% | 8.22 | 69.0% | 8.2% |
| 50Δ | 9.36 | 81.6% | 19.0% | 8.39 | 65.4% | 6.9% |
| 55Δ | 8.95 | 67.8% | 14.1% | 8.56 | 61.8% | 5.7% |
| 60Δ | 8.54 | 53.9% | 9.2% | 8.73 | 58.3% | 4.4% |
| 65Δ | 8.14 | 40.1% | 4.3% | 8.90 | 54.7% | 3.2% |
| 70Δ | 9.13 | 53.7% | 2.3% | |||
| 75Δ | 9.44 | 56.3% | 1.8% | |||
| 80Δ | 9.75 | 58.9% | 1.3% | |||
No recorded observations