Share price$8.85
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:03:46.858Z
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 · 2026-10-22T20:10:00.003631172Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.87 | 140.8% | 27.7% | |||
| 25Δ | 13.21 | 156.8% | 54.6% | 7.29 | 123.0% | 23.2% |
| 30Δ | 11.21 | 118.3% | 32.0% | 7.63 | 109.8% | 19.7% |
| 35Δ | 10.21 | 93.5% | 20.8% | 7.97 | 96.5% | 16.1% |
| 40Δ | 9.72 | 78.9% | 15.3% | 8.31 | 83.3% | 12.6% |
| 45Δ | 9.35 | 67.0% | 11.2% | 8.65 | 70.0% | 9.0% |
| 50Δ | 8.99 | 55.5% | 7.3% | 8.99 | 56.8% | 5.5% |
| 55Δ | 8.88 | 52.1% | 6.5% | 9.16 | 54.5% | 4.7% |
| 60Δ | 8.76 | 48.6% | 5.7% | 9.32 | 52.5% | 3.9% |
| 65Δ | 8.65 | 45.2% | 4.9% | 9.48 | 50.6% | 3.2% |
| 70Δ | 8.53 | 41.7% | 4.2% | 9.64 | 48.7% | 2.5% |
| 75Δ | 8.41 | 38.3% | 3.4% | 9.80 | 46.7% | 1.8% |
| 80Δ | 8.30 | 34.9% | 2.6% | 9.96 | 44.8% | 1.0% |
No recorded observations