Share price$7.53
1D+1.3%
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 2026-10-22T21:23:46.871Z
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 · 2026-10-22T20:00:00.260036434Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.65 | 173.6% | 74.3% | 5.21 | 246.6% | 41.0% |
| 25Δ | 14.09 | 227.7% | 96.2% | 5.67 | 207.5% | 33.9% |
| 30Δ | 15.53 | 281.8% | 118.2% | 6.12 | 168.4% | 26.9% |
| 35Δ | 16.97 | 335.9% | 140.2% | 6.58 | 129.3% | 19.9% |
| 40Δ | 14.32 | 299.5% | 105.2% | 7.04 | 90.3% | 12.8% |
| 45Δ | 12.03 | 214.8% | 71.7% | 7.50 | 51.2% | 5.8% |
| 50Δ | 9.75 | 130.1% | 38.1% | 8.04 | 72.0% | 5.9% |
| 55Δ | 7.49 | 47.3% | 5.2% | 8.59 | 93.4% | 6.1% |
| 60Δ | 7.10 | 66.5% | 5.1% | 9.14 | 114.8% | 6.4% |
| 65Δ | 6.70 | 85.6% | 4.9% | 9.69 | 136.2% | 6.6% |
| 70Δ | 6.31 | 104.7% | 4.8% | 11.29 | 177.2% | 6.9% |
| 75Δ | 5.92 | 123.8% | 4.6% | 15.97 | 255.1% | 7.0% |
| 80Δ | 5.52 | 143.0% | 4.5% | |||
No recorded observations