Share price$6.58
1D-4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:17.966Z
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 · 2026-10-22T21:11:34.690604247Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.81 | 163.0% | 68.4% | 5.22 | 120.2% | 25.0% |
| 25Δ | 8.83 | 121.0% | 38.5% | 5.64 | 97.5% | 18.7% |
| 30Δ | 8.08 | 105.7% | 27.7% | 6.03 | 78.3% | 13.2% |
| 35Δ | 7.63 | 92.5% | 21.2% | 6.22 | 79.2% | 11.9% |
| 40Δ | 7.22 | 79.5% | 15.3% | 6.41 | 80.2% | 10.6% |
| 45Δ | 6.93 | 71.0% | 11.4% | 6.60 | 81.1% | 9.2% |
| 50Δ | 6.79 | 67.6% | 10.0% | 6.80 | 82.0% | 7.9% |
| 55Δ | 6.65 | 64.3% | 8.6% | 6.99 | 82.9% | 6.6% |
| 60Δ | 6.50 | 60.9% | 7.2% | 7.33 | 90.3% | 5.9% |
| 65Δ | 6.36 | 57.6% | 5.8% | 7.69 | 98.1% | 5.2% |
| 70Δ | 6.22 | 54.2% | 4.4% | 8.11 | 107.2% | 4.5% |
| 75Δ | 6.07 | 50.9% | 2.9% | 8.88 | 123.2% | 4.0% |
| 80Δ | 5.86 | 51.4% | 2.0% | 10.24 | 148.0% | 3.3% |
No recorded observations