Share price$8.55
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:35:10.361Z
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 · 2026-10-23T17:35:07.728117716Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.22 | 168.8% | 70.5% | 6.44 | 170.7% | 31.7% |
| 25Δ | 13.24 | 171.1% | 60.6% | 6.95 | 177.4% | 28.4% |
| 30Δ | 12.37 | 172.1% | 51.9% | 7.47 | 176.0% | 25.0% |
| 35Δ | 11.63 | 174.3% | 45.0% | 8.00 | 173.7% | 21.6% |
| 40Δ | 10.98 | 178.1% | 39.3% | 8.50 | 170.5% | 18.8% |
| 45Δ | 10.25 | 173.8% | 32.4% | 9.01 | 167.3% | 16.1% |
| 50Δ | 9.59 | 169.1% | 26.6% | 9.56 | 167.5% | 13.9% |
| 55Δ | 8.98 | 164.6% | 21.3% | 10.12 | 167.0% | 11.9% |
| 60Δ | 8.50 | 172.0% | 18.7% | 10.68 | 164.2% | 9.9% |
| 65Δ | 8.01 | 179.4% | 16.1% | 11.46 | 167.8% | 8.2% |
| 70Δ | 7.47 | 182.5% | 13.3% | 12.36 | 171.9% | 6.8% |
| 75Δ | 6.92 | 185.3% | 10.5% | 13.14 | 168.7% | 5.1% |
| 80Δ | 6.33 | 186.3% | 7.9% | 14.22 | 168.8% | 3.7% |
No recorded observations