Share price$8.40
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:39.487Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T18:20:51.899173174Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.69 | 113.1% | 45.3% | |||
| 25Δ | 6.30 | 108.3% | 41.4% | |||
| 30Δ | 6.90 | 103.5% | 37.5% | |||
| 35Δ | 7.51 | 98.7% | 33.7% | |||
| 40Δ | 8.12 | 93.9% | 29.8% | |||
| 45Δ | 8.72 | 89.1% | 25.9% | |||
| 50Δ | 9.33 | 84.3% | 22.1% | |||
| 55Δ | 9.93 | 79.5% | 18.2% | |||
| 60Δ | 10.54 | 74.7% | 14.3% | |||
| 65Δ | 11.14 | 69.9% | 10.5% | |||
| 70Δ | 11.75 | 65.1% | 6.6% | |||
| 75Δ | 12.35 | 60.3% | 2.7% | |||
| 80Δ | ||||||
No recorded observations