Share price$6.57
1D-4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:57.782Z
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 · 2026-10-22T20:36:49.191840685Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.80 | 162.9% | 68.6% | 5.21 | 119.9% | 25.0% |
| 25Δ | 8.83 | 121.1% | 38.7% | 5.63 | 97.4% | 18.8% |
| 30Δ | 8.07 | 106.0% | 27.8% | 6.02 | 77.6% | 13.1% |
| 35Δ | 7.62 | 92.7% | 21.3% | 6.21 | 78.5% | 11.8% |
| 40Δ | 7.21 | 79.5% | 15.3% | 6.40 | 79.4% | 10.5% |
| 45Δ | 6.93 | 71.3% | 11.5% | 6.59 | 80.3% | 9.2% |
| 50Δ | 6.78 | 68.0% | 10.1% | 6.78 | 81.2% | 7.9% |
| 55Δ | 6.64 | 64.7% | 8.6% | 6.97 | 82.1% | 6.6% |
| 60Δ | 6.49 | 61.5% | 7.2% | 7.30 | 88.8% | 5.8% |
| 65Δ | 6.34 | 58.2% | 5.8% | 7.66 | 96.5% | 5.1% |
| 70Δ | 6.20 | 54.9% | 4.3% | 8.04 | 104.6% | 4.5% |
| 75Δ | 6.05 | 51.7% | 2.9% | 8.81 | 120.4% | 3.9% |
| 80Δ | 5.81 | 54.1% | 2.1% | 10.12 | 144.9% | 3.3% |
No recorded observations