Share price$6.08
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:50.237Z
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 · 2026-10-22T21:51:08.388256583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.85 | 207.5% | 100.2% | 5.30 | 80.8% | 18.1% |
| 25Δ | 12.13 | 223.7% | 106.2% | 5.55 | 87.3% | 16.9% |
| 30Δ | 11.53 | 211.5% | 97.4% | 5.80 | 93.8% | 15.6% |
| 35Δ | 10.93 | 199.4% | 88.6% | 6.06 | 100.2% | 14.4% |
| 40Δ | 10.32 | 187.2% | 79.9% | 6.31 | 106.7% | 13.2% |
| 45Δ | 9.72 | 175.0% | 71.1% | 6.57 | 113.1% | 12.0% |
| 50Δ | 9.12 | 162.8% | 62.4% | 6.82 | 119.6% | 10.8% |
| 55Δ | 8.52 | 150.6% | 53.6% | 7.08 | 126.1% | 9.6% |
| 60Δ | 7.92 | 138.4% | 44.8% | 7.33 | 132.5% | 8.4% |
| 65Δ | 7.32 | 126.2% | 36.1% | 7.62 | 134.4% | 7.2% |
| 70Δ | 6.72 | 114.0% | 27.3% | 7.99 | 127.1% | 6.0% |
| 75Δ | 6.11 | 101.8% | 18.5% | 8.37 | 119.7% | 4.9% |
| 80Δ | 5.51 | 89.6% | 9.8% | 8.74 | 112.4% | 3.7% |
No recorded observations