Share price$6.82
1D-1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:07:15.220Z
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 · 2026-10-23T15:07:05.82717447Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.34 | 72.6% | 24.3% | 5.77 | 80.3% | 18.1% |
| 25Δ | 12.33 | 215.0% | 87.5% | 6.13 | 88.6% | 15.6% |
| 30Δ | 9.76 | 161.1% | 49.8% | 6.40 | 121.9% | 17.0% |
| 35Δ | 9.06 | 139.6% | 39.7% | 6.67 | 155.1% | 18.4% |
| 40Δ | 8.37 | 118.0% | 29.7% | 6.95 | 188.4% | 19.8% |
| 45Δ | 7.67 | 96.4% | 19.6% | 7.29 | 185.7% | 17.7% |
| 50Δ | 6.99 | 75.8% | 9.9% | 7.65 | 174.1% | 14.6% |
| 55Δ | 6.79 | 79.2% | 8.9% | |||
| 60Δ | 6.58 | 82.5% | 7.8% | |||
| 65Δ | 6.37 | 85.8% | 6.7% | |||
| 70Δ | 6.16 | 89.1% | 5.7% | |||
| 75Δ | 5.93 | 93.1% | 4.7% | |||
| 80Δ | 5.57 | 99.7% | 3.7% | |||
No recorded observations