Share price$5.65
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:40.333Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17
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 · 2026-10-22T18:31:03.45638299Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.93 | 81.0% | 44.4% | |||
| 25Δ | 4.43 | 79.8% | 39.7% | |||
| 30Δ | 4.93 | 78.6% | 34.9% | |||
| 35Δ | 5.43 | 77.5% | 30.2% | |||
| 40Δ | 5.94 | 76.3% | 25.4% | |||
| 45Δ | 6.44 | 75.2% | 20.7% | |||
| 50Δ | 6.94 | 74.0% | 16.0% | |||
| 55Δ | 7.44 | 72.8% | 11.2% | |||
| 60Δ | 9.42 | 92.3% | 9.9% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations