Share price$8.21
1D-9.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:29.978Z
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 · 2026-10-23T00:00:06.716485186Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.38 | 138.7% | 54.4% | 6.36 | 139.3% | 27.9% |
| 25Δ | 11.55 | 137.2% | 45.5% | 6.85 | 132.9% | 23.5% |
| 30Δ | 10.78 | 133.0% | 37.2% | 7.26 | 130.3% | 20.3% |
| 35Δ | 10.18 | 131.1% | 31.3% | 7.64 | 129.4% | 17.7% |
| 40Δ | 9.73 | 133.9% | 27.4% | 8.03 | 128.8% | 15.2% |
| 45Δ | 9.34 | 138.9% | 24.6% | 8.45 | 132.1% | 13.6% |
| 50Δ | 8.94 | 143.4% | 21.7% | 8.87 | 135.4% | 11.9% |
| 55Δ | 8.51 | 145.1% | 18.7% | 9.39 | 140.4% | 10.4% |
| 60Δ | 8.08 | 146.8% | 15.7% | 9.96 | 146.1% | 9.1% |
| 65Δ | 7.65 | 145.7% | 12.9% | 10.62 | 149.7% | 7.6% |
| 70Δ | 7.23 | 144.0% | 10.2% | 11.27 | 150.5% | 6.2% |
| 75Δ | 6.79 | 143.1% | 7.8% | 11.90 | 147.9% | 4.6% |
| 80Δ | 6.34 | 143.3% | 5.9% | 12.85 | 149.7% | 3.4% |
No recorded observations