Share price$8.61
1D-3.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:23:08.471Z
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 · 2026-10-22T23:22:04.487678604Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.89 | 177.1% | 77.4% | 6.39 | 180.8% | 33.3% |
| 25Δ | 13.71 | 177.2% | 65.2% | 6.97 | 180.2% | 29.0% |
| 30Δ | 12.76 | 178.2% | 55.7% | 7.52 | 176.5% | 25.4% |
| 35Δ | 11.98 | 181.3% | 48.5% | 8.06 | 173.2% | 21.9% |
| 40Δ | 11.00 | 172.5% | 38.5% | 8.61 | 174.3% | 19.3% |
| 45Δ | 10.24 | 165.9% | 31.2% | 9.18 | 175.7% | 16.9% |
| 50Δ | 9.66 | 168.1% | 26.7% | 9.80 | 177.8% | 14.7% |
| 55Δ | 9.16 | 174.4% | 23.5% | 10.47 | 179.1% | 12.7% |
| 60Δ | 8.63 | 178.9% | 20.3% | 11.19 | 180.3% | 10.7% |
| 65Δ | 8.08 | 182.6% | 17.0% | 11.99 | 181.8% | 8.8% |
| 70Δ | 7.53 | 181.4% | 13.6% | 12.96 | 183.8% | 7.2% |
| 75Δ | 6.98 | 179.4% | 10.2% | 14.39 | 191.6% | 5.7% |
| 80Δ | 6.38 | 182.4% | 7.8% | 15.99 | 195.8% | 4.2% |
No recorded observations