Share price$6.50
1D+4.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:10.787Z
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 · 2026-10-22T18:09:03.921015058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.00 | 148.0% | 28.8% | |||
| 25Δ | 10.21 | 171.7% | 63.0% | 5.24 | 140.7% | 26.3% |
| 30Δ | 5.47 | 133.3% | 23.8% | |||
| 35Δ | 5.71 | 126.0% | 21.4% | |||
| 40Δ | 5.95 | 118.7% | 18.9% | |||
| 45Δ | 6.18 | 111.3% | 16.4% | |||
| 50Δ | 6.42 | 104.0% | 14.0% | |||
| 55Δ | 6.65 | 96.6% | 11.5% | |||
| 60Δ | 6.89 | 89.3% | 9.0% | |||
| 65Δ | 7.12 | 82.0% | 6.5% | |||
| 70Δ | 7.36 | 74.6% | 4.1% | |||
| 75Δ | 8.15 | 88.9% | 2.7% | |||
| 80Δ | 9.74 | 134.3% | 3.0% | |||
No recorded observations