Share price$8.66
1D+1.3%
Sold putSold call
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 2026-10-23T17:41:30.902Z
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 · 2026-10-23T17:40:35.555910119Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.67 | 173.3% | 73.9% | 6.14 | 208.4% | 41.4% |
| 25Δ | 6.78 | 203.4% | 38.5% | |||
| 30Δ | 7.43 | 198.4% | 35.6% | |||
| 35Δ | 8.07 | 193.4% | 32.6% | |||
| 40Δ | 8.72 | 188.5% | 29.7% | |||
| 45Δ | 9.36 | 183.5% | 26.8% | |||
| 50Δ | 10.00 | 178.5% | 23.9% | |||
| 55Δ | 10.65 | 173.5% | 20.9% | |||
| 60Δ | 11.29 | 168.5% | 18.0% | |||
| 65Δ | 11.94 | 163.5% | 15.1% | |||
| 70Δ | 12.58 | 158.6% | 12.2% | |||
| 75Δ | 13.23 | 153.6% | 9.3% | |||
| 80Δ | 13.87 | 148.6% | 6.3% | |||
No recorded observations