Share price$6.54
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:41:22.101Z
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 · 2026-10-23T18:25:02.597296184Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.17 | 123.0% | 25.2% | |||
| 25Δ | 8.81 | 124.4% | 39.2% | 5.56 | 103.2% | 19.5% |
| 30Δ | 8.04 | 109.0% | 28.0% | 5.95 | 83.4% | 13.8% |
| 35Δ | 7.60 | 95.2% | 21.5% | |||
| 40Δ | 7.17 | 81.6% | 15.3% | |||
| 45Δ | 6.90 | 74.7% | 11.9% | |||
| 50Δ | 6.74 | 72.1% | 10.4% | |||
| 55Δ | 6.58 | 69.6% | 8.8% | |||
| 60Δ | 6.42 | 67.0% | 7.3% | |||
| 65Δ | 6.26 | 64.4% | 5.8% | |||
| 70Δ | 6.10 | 61.9% | 4.2% | |||
| 75Δ | 5.88 | 62.9% | 3.1% | |||
| 80Δ | 5.60 | 69.3% | 2.5% | |||
No recorded observations