Share price$6.71
1D-3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:52:16.741Z
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 · 2026-10-23T20:55:33.456156305Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.29 | 76.7% | 25.7% | 4.96 | 240.0% | 36.0% |
| 25Δ | 12.37 | 222.1% | 91.3% | 5.99 | 75.0% | 14.2% |
| 30Δ | 9.72 | 165.6% | 51.6% | 6.28 | 105.5% | 15.3% |
| 35Δ | 8.95 | 142.3% | 40.4% | 6.57 | 138.5% | 16.7% |
| 40Δ | 8.19 | 119.0% | 29.1% | 6.85 | 171.5% | 18.1% |
| 45Δ | 7.42 | 95.7% | 17.9% | 7.17 | 184.0% | 17.4% |
| 50Δ | 6.91 | 83.4% | 11.2% | 7.53 | 174.1% | 14.6% |
| 55Δ | 6.70 | 84.6% | 9.8% | 7.89 | 164.2% | 11.8% |
| 60Δ | 6.50 | 85.7% | 8.4% | 9.05 | 193.3% | 11.0% |
| 65Δ | 6.30 | 86.9% | 7.1% | 10.68 | 231.1% | 10.4% |
| 70Δ | 6.09 | 88.1% | 5.7% | 12.31 | 249.0% | 8.9% |
| 75Δ | 5.82 | 92.4% | 4.6% | |||
| 80Δ | 5.48 | 99.4% | 3.7% | |||
No recorded observations