Share price$6.35
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:33:28.864Z
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 · 2026-10-22T20:00:00.490514138Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.80 | 160.2% | 30.3% | |||
| 25Δ | 10.12 | 176.7% | 65.3% | 5.15 | 136.9% | 25.6% |
| 30Δ | 9.50 | 176.1% | 59.2% | 5.34 | 129.8% | 23.6% |
| 35Δ | 8.98 | 177.6% | 54.9% | 5.52 | 122.6% | 21.6% |
| 40Δ | 8.46 | 179.2% | 50.5% | 5.71 | 115.4% | 19.6% |
| 45Δ | 7.94 | 180.8% | 46.2% | 5.90 | 108.3% | 17.6% |
| 50Δ | 7.42 | 182.4% | 41.9% | 6.08 | 101.1% | 15.5% |
| 55Δ | 6.91 | 183.9% | 37.6% | 6.27 | 94.0% | 13.5% |
| 60Δ | 6.39 | 185.5% | 33.2% | 6.46 | 86.8% | 11.5% |
| 65Δ | 5.87 | 187.1% | 28.9% | 6.65 | 79.7% | 9.5% |
| 70Δ | 5.35 | 188.7% | 24.6% | 6.83 | 72.5% | 7.5% |
| 75Δ | 4.83 | 190.2% | 20.3% | 7.02 | 65.4% | 5.5% |
| 80Δ | 4.31 | 191.8% | 15.9% | 7.21 | 58.2% | 3.5% |
No recorded observations