Share price$7.94
1D-7.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:33.160Z
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 · 2026-10-22T23:48:47.534574611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.75 | 155.8% | 64.5% | 6.16 | 122.2% | 28.1% |
| 25Δ | 11.64 | 146.6% | 51.6% | 6.57 | 123.6% | 24.6% |
| 30Δ | 10.70 | 138.7% | 40.8% | 6.98 | 125.0% | 21.1% |
| 35Δ | 9.89 | 132.4% | 31.9% | 7.39 | 126.3% | 17.6% |
| 40Δ | 9.47 | 131.1% | 28.3% | 7.82 | 128.6% | 15.4% |
| 45Δ | 9.06 | 129.8% | 24.6% | 8.27 | 131.3% | 13.8% |
| 50Δ | 8.64 | 128.4% | 21.0% | 8.71 | 134.0% | 12.2% |
| 55Δ | 8.22 | 127.1% | 17.4% | 9.16 | 136.7% | 10.5% |
| 60Δ | 7.80 | 125.7% | 13.7% | 9.61 | 139.4% | 8.9% |
| 65Δ | 7.38 | 124.7% | 10.7% | 10.66 | 150.0% | 7.4% |
| 70Δ | 6.97 | 124.6% | 9.0% | 16.17 | 219.1% | 7.2% |
| 75Δ | 6.55 | 124.4% | 7.4% | 21.67 | 288.2% | 7.0% |
| 80Δ | 6.13 | 124.2% | 5.8% | 14.26 | 175.8% | 3.7% |
No recorded observations