Share price$6.04
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:20.974Z
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 · 2026-10-22T20:00:00.697665806Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.21 | 235.4% | 40.0% | |||
| 25Δ | 4.60 | 206.7% | 33.8% | |||
| 30Δ | 5.00 | 178.1% | 27.6% | |||
| 35Δ | 5.39 | 149.4% | 21.4% | |||
| 40Δ | 9.31 | 250.2% | 68.1% | 5.78 | 120.8% | 15.3% |
| 45Δ | 7.67 | 200.4% | 41.1% | 6.08 | 103.0% | 11.2% |
| 50Δ | 6.79 | 160.2% | 26.1% | 6.27 | 98.5% | 9.6% |
| 55Δ | 6.24 | 120.4% | 15.8% | 6.45 | 94.1% | 8.1% |
| 60Δ | 5.88 | 102.0% | 10.4% | 6.64 | 89.7% | 6.6% |
| 65Δ | 5.67 | 99.9% | 8.7% | 6.82 | 85.3% | 5.0% |
| 70Δ | 5.45 | 97.7% | 7.0% | 7.05 | 83.0% | 3.6% |
| 75Δ | 5.24 | 95.6% | 5.4% | 8.18 | 124.1% | 4.0% |
| 80Δ | 5.02 | 93.5% | 3.7% | 9.65 | 154.7% | 3.4% |
No recorded observations