Share price$7.92
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:14:19.505Z
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 · 2026-10-22T23:00:00.003029795Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.92 | 197.0% | 93.2% | 5.81 | 153.9% | 31.4% |
| 25Δ | 14.19 | 181.8% | 84.3% | 6.40 | 123.2% | 23.9% |
| 30Δ | 13.46 | 166.5% | 75.4% | 6.99 | 92.6% | 16.4% |
| 35Δ | 12.73 | 151.2% | 66.5% | |||
| 40Δ | 12.00 | 135.9% | 57.5% | |||
| 45Δ | 11.27 | 120.7% | 48.6% | |||
| 50Δ | 10.54 | 105.4% | 39.7% | |||
| 55Δ | 9.81 | 90.1% | 30.8% | |||
| 60Δ | 9.08 | 74.8% | 21.9% | |||
| 65Δ | 8.35 | 59.6% | 13.0% | |||
| 70Δ | 7.62 | 44.3% | 4.1% | |||
| 75Δ | 7.02 | 58.8% | 2.4% | |||
| 80Δ | 6.45 | 79.2% | 2.2% | |||
No recorded observations