Share price$6.22
1D+4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:35:34.186Z
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 · 2026-10-22T20:00:01.039998111Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.23 | 94.9% | 20.8% | |||
| 25Δ | 5.50 | 100.2% | 19.3% | |||
| 30Δ | 5.78 | 105.5% | 17.8% | |||
| 35Δ | 9.99 | 233.6% | 71.9% | 6.06 | 110.8% | 16.2% |
| 40Δ | 8.53 | 193.2% | 48.6% | 6.34 | 116.0% | 14.7% |
| 45Δ | 7.42 | 161.6% | 31.2% | 6.61 | 121.3% | 13.2% |
| 50Δ | 7.15 | 151.1% | 27.9% | 6.89 | 126.6% | 11.7% |
| 55Δ | 6.88 | 140.5% | 24.5% | 7.17 | 131.9% | 10.2% |
| 60Δ | 6.60 | 130.0% | 21.1% | 7.45 | 137.2% | 8.6% |
| 65Δ | 6.33 | 119.5% | 17.8% | 9.44 | 207.0% | 9.6% |
| 70Δ | 6.06 | 108.9% | 14.4% | 10.52 | 219.5% | 8.5% |
| 75Δ | 5.79 | 98.4% | 11.1% | 11.19 | 209.8% | 6.5% |
| 80Δ | 5.52 | 87.8% | 7.7% | 11.87 | 200.0% | 4.6% |
No recorded observations