Share price$8.02
1D-7.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:05:32.812Z
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 · 2026-10-22T23:00:35.706062536Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.78 | 153.1% | 63.3% | 6.20 | 124.6% | 28.4% |
| 25Δ | 11.67 | 143.8% | 50.4% | 6.63 | 126.4% | 24.8% |
| 30Δ | 10.74 | 135.9% | 39.9% | 7.05 | 128.1% | 21.2% |
| 35Δ | 9.92 | 129.2% | 30.8% | 7.47 | 129.9% | 17.7% |
| 40Δ | 9.51 | 127.5% | 27.3% | 7.93 | 133.0% | 15.9% |
| 45Δ | 9.10 | 125.8% | 23.8% | 8.39 | 136.2% | 14.2% |
| 50Δ | 8.70 | 124.0% | 20.3% | 8.85 | 139.5% | 12.5% |
| 55Δ | 8.29 | 122.3% | 16.8% | 9.32 | 142.7% | 10.8% |
| 60Δ | 7.88 | 120.5% | 13.3% | 9.78 | 145.9% | 9.2% |
| 65Δ | 12.81 | 183.1% | 8.2% | |||
| 70Δ | 18.18 | 251.2% | 8.0% | |||
| 75Δ | 23.55 | 319.2% | 7.8% | |||
| 80Δ | 25.44 | 315.4% | 5.8% | |||
No recorded observations