Share price$8.49
1D-5.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:03.989Z
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 · 2026-10-22T16:41:02.216573428Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.20 | 124.8% | 47.1% | 6.53 | 144.2% | 28.5% |
| 25Δ | 11.68 | 130.6% | 42.4% | 7.11 | 130.0% | 23.0% |
| 30Δ | 11.28 | 138.8% | 39.2% | 7.50 | 129.6% | 20.3% |
| 35Δ | 10.78 | 142.0% | 34.8% | 7.90 | 129.2% | 17.6% |
| 40Δ | 10.05 | 133.3% | 27.2% | 8.31 | 130.9% | 15.5% |
| 45Δ | 9.58 | 132.0% | 23.2% | 8.73 | 133.4% | 13.7% |
| 50Δ | 9.12 | 131.3% | 19.5% | 9.13 | 133.5% | 11.8% |
| 55Δ | 8.71 | 136.6% | 17.1% | 9.51 | 129.1% | 9.9% |
| 60Δ | 8.32 | 144.2% | 15.2% | 9.90 | 124.8% | 8.0% |
| 65Δ | 7.90 | 151.1% | 13.3% | 10.36 | 123.4% | 6.5% |
| 70Δ | 7.43 | 155.2% | 11.0% | 10.86 | 123.2% | 5.2% |
| 75Δ | 6.95 | 159.6% | 8.8% | 11.53 | 125.3% | 4.1% |
| 80Δ | 6.37 | 166.9% | 7.0% | 12.34 | 127.9% | 3.0% |
No recorded observations