Share price$6.58
1D-4.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:14:01.686Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T17:04:46.572247583Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.08 | 149.7% | 103.9% | 5.03 | 112.7% | 29.9% |
| 25Δ | 10.17 | 118.6% | 60.2% | 5.45 | 117.6% | 27.4% |
| 30Δ | 8.71 | 95.1% | 38.2% | 5.87 | 122.4% | 25.0% |
| 35Δ | 7.96 | 83.3% | 27.5% | 6.29 | 127.3% | 22.5% |
| 40Δ | 7.56 | 76.9% | 22.2% | 6.71 | 132.1% | 20.0% |
| 45Δ | 7.17 | 70.5% | 17.0% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations