Share price$8.34
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:30.939Z
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 · 2026-10-22T23:00:00.003570936Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.39 | 137.5% | 29.8% | |||
| 25Δ | 6.86 | 141.2% | 26.0% | |||
| 30Δ | 7.33 | 144.9% | 22.2% | |||
| 35Δ | 12.05 | 192.2% | 54.2% | 7.69 | 141.6% | 19.5% |
| 40Δ | 10.40 | 156.2% | 34.6% | 8.00 | 134.3% | 17.4% |
| 45Δ | 9.67 | 141.8% | 26.8% | 8.30 | 127.0% | 15.2% |
| 50Δ | 9.23 | 134.4% | 22.8% | 8.60 | 119.7% | 13.1% |
| 55Δ | 8.79 | 127.0% | 18.8% | 8.91 | 112.4% | 10.9% |
| 60Δ | 8.35 | 119.6% | 14.8% | 9.21 | 105.1% | 8.8% |
| 65Δ | 7.92 | 112.1% | 10.8% | 9.51 | 97.8% | 6.6% |
| 70Δ | 7.46 | 106.5% | 7.0% | 9.82 | 90.5% | 4.5% |
| 75Δ | 6.79 | 133.6% | 6.3% | 10.39 | 90.9% | 2.9% |
| 80Δ | 6.11 | 160.7% | 5.7% | 11.40 | 103.3% | 2.3% |
No recorded observations