Share price$6.41
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:20.995Z
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 · 2026-10-22T20:00:00.266116927Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.20 | 513.6% | 57.3% | |||
| 25Δ | 5.71 | 460.5% | 50.0% | |||
| 30Δ | 6.21 | 407.5% | 42.8% | |||
| 35Δ | 6.72 | 354.4% | 35.5% | |||
| 40Δ | 7.23 | 301.4% | 28.3% | |||
| 45Δ | 7.68 | 265.6% | 23.0% | |||
| 50Δ | 8.08 | 250.2% | 20.0% | |||
| 55Δ | 8.48 | 234.8% | 17.0% | |||
| 60Δ | 8.88 | 219.4% | 14.0% | |||
| 65Δ | 10.54 | 456.3% | 102.7% | 9.28 | 204.1% | 11.0% |
| 70Δ | 8.05 | 370.0% | 63.8% | 9.68 | 188.7% | 8.0% |
| 75Δ | 5.56 | 283.7% | 25.0% | 10.41 | 176.7% | 5.4% |
| 80Δ | 4.56 | 250.9% | 13.5% | 12.57 | 178.9% | 4.0% |
No recorded observations