Share price$8.67
1D-4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:25.310Z
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 · 2026-10-22T22:45:09.675962975Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.51 | 79.9% | 34.7% | 7.57 | 65.4% | 15.1% |
| 25Δ | 9.90 | 59.2% | 16.8% | 7.81 | 66.4% | 14.0% |
| 30Δ | 9.70 | 59.1% | 15.5% | 8.05 | 67.3% | 12.8% |
| 35Δ | 9.49 | 59.1% | 14.2% | 8.29 | 68.3% | 11.6% |
| 40Δ | 9.29 | 59.0% | 12.9% | 8.53 | 69.3% | 10.4% |
| 45Δ | 9.08 | 58.9% | 11.7% | 8.76 | 70.2% | 9.2% |
| 50Δ | 8.88 | 58.8% | 10.4% | 9.00 | 71.2% | 8.1% |
| 55Δ | 8.68 | 58.7% | 9.1% | 9.24 | 72.2% | 6.9% |
| 60Δ | 8.47 | 58.6% | 7.8% | 9.48 | 73.1% | 5.7% |
| 65Δ | 8.27 | 58.5% | 6.6% | 9.72 | 74.1% | 4.5% |
| 70Δ | 8.06 | 58.4% | 5.3% | 9.95 | 75.0% | 3.3% |
| 75Δ | 7.86 | 58.3% | 4.0% | 10.67 | 83.0% | 2.7% |
| 80Δ | 7.65 | 58.3% | 2.7% | 11.49 | 92.6% | 2.1% |
No recorded observations