Share price$8.59
1D-4.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:22:08.800Z
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 · 2026-10-22T18:21:58.104789979Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.83 | 175.9% | 77.1% | 6.36 | 182.4% | 33.5% |
| 25Δ | 13.55 | 173.5% | 63.6% | 6.96 | 179.7% | 29.0% |
| 30Δ | 12.58 | 173.2% | 53.8% | 7.50 | 175.9% | 25.3% |
| 35Δ | 11.48 | 163.7% | 42.2% | 8.04 | 172.6% | 21.8% |
| 40Δ | 10.72 | 160.6% | 35.0% | 8.61 | 176.7% | 19.5% |
| 45Δ | 10.13 | 161.9% | 30.1% | 9.19 | 179.0% | 17.2% |
| 50Δ | 9.60 | 165.2% | 26.2% | 9.78 | 177.8% | 14.8% |
| 55Δ | 9.09 | 169.0% | 22.6% | 10.42 | 177.9% | 12.6% |
| 60Δ | 8.55 | 162.6% | 18.2% | 11.13 | 178.8% | 10.6% |
| 65Δ | 8.01 | 154.1% | 13.6% | 11.93 | 179.6% | 8.8% |
| 70Δ | 7.52 | 157.7% | 11.3% | 12.87 | 181.3% | 7.1% |
| 75Δ | 7.03 | 161.6% | 9.0% | 14.17 | 187.2% | 5.6% |
| 80Δ | 6.54 | 157.4% | 6.7% | 15.83 | 193.0% | 4.2% |
No recorded observations