Share price$8.13
1D-7.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:18.019Z
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 · 2026-10-22T21:20:05.801266055Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.83 | 150.0% | 61.7% | 6.27 | 128.4% | 28.8% |
| 25Δ | 11.70 | 140.2% | 48.8% | 6.71 | 130.6% | 25.2% |
| 30Δ | 10.79 | 132.2% | 38.7% | 7.14 | 132.8% | 21.5% |
| 35Δ | 9.95 | 124.8% | 29.4% | 7.59 | 135.3% | 18.2% |
| 40Δ | 9.56 | 122.5% | 26.0% | 8.08 | 139.3% | 16.5% |
| 45Δ | 9.17 | 120.2% | 22.7% | 8.56 | 143.3% | 14.7% |
| 50Δ | 8.78 | 117.9% | 19.4% | 9.05 | 147.3% | 13.0% |
| 55Δ | 8.39 | 115.6% | 16.1% | 9.54 | 151.4% | 11.2% |
| 60Δ | 8.00 | 113.3% | 12.8% | 10.04 | 155.5% | 9.5% |
| 65Δ | 7.61 | 111.0% | 9.5% | 10.98 | 163.2% | 8.1% |
| 70Δ | 11.92 | 170.8% | 6.8% | |||
| 75Δ | 29.66 | 378.0% | 8.9% | |||
| 80Δ | 21.48 | 277.6% | 5.4% | |||
No recorded observations