Share price$8.76
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:02.290Z
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 · 2026-10-22T16:35:20.044518373Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.56 | 157.3% | 29.4% | |||
| 25Δ | 12.35 | 131.8% | 45.6% | 7.59 | 95.5% | 18.2% |
| 30Δ | 11.97 | 125.3% | 42.1% | 7.89 | 94.9% | 16.5% |
| 35Δ | 11.60 | 118.8% | 38.7% | 8.20 | 94.3% | 14.8% |
| 40Δ | 11.22 | 112.2% | 35.2% | 8.50 | 93.7% | 13.2% |
| 45Δ | 10.84 | 105.7% | 31.7% | 8.80 | 93.1% | 11.5% |
| 50Δ | 10.46 | 99.2% | 28.2% | 9.11 | 92.5% | 9.9% |
| 55Δ | 10.08 | 92.7% | 24.7% | 9.41 | 91.8% | 8.2% |
| 60Δ | 9.70 | 86.2% | 21.3% | 9.71 | 91.2% | 6.5% |
| 65Δ | 9.32 | 79.7% | 17.8% | 10.09 | 92.3% | 4.9% |
| 70Δ | 8.95 | 73.2% | 14.3% | 11.82 | 122.3% | 4.7% |
| 75Δ | 8.57 | 66.7% | 10.8% | 13.55 | 152.2% | 4.4% |
| 80Δ | 8.19 | 60.2% | 7.3% | |||
No recorded observations