Share price$8.86
1D+6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:58:25.371Z
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 · 2026-10-22T23:00:00.00231459Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.74 | 303.4% | 45.5% | |||
| 25Δ | 6.86 | 228.6% | 34.1% | |||
| 30Δ | 12.47 | 159.2% | 47.6% | 7.68 | 180.9% | 26.1% |
| 35Δ | 12.00 | 150.7% | 43.3% | 8.09 | 169.2% | 22.9% |
| 40Δ | 11.54 | 142.3% | 39.1% | 8.51 | 157.4% | 19.6% |
| 45Δ | 11.07 | 133.9% | 34.8% | 8.93 | 145.7% | 16.4% |
| 50Δ | 10.61 | 125.4% | 30.5% | 9.34 | 134.0% | 13.1% |
| 55Δ | 10.14 | 117.0% | 26.3% | 9.76 | 122.3% | 9.9% |
| 60Δ | 9.68 | 108.5% | 22.0% | 10.55 | 128.6% | 8.0% |
| 65Δ | 9.21 | 100.1% | 17.8% | 11.88 | 159.7% | 7.8% |
| 70Δ | 8.75 | 91.6% | 13.5% | 14.61 | 212.7% | 8.0% |
| 75Δ | 8.28 | 83.2% | 9.3% | |||
| 80Δ | 7.82 | 74.8% | 5.0% | |||
No recorded observations