Share price$8.73
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:15.787Z
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 · 2026-10-22T17:32:08.383200109Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.50 | 160.3% | 29.8% | |||
| 25Δ | 12.34 | 132.8% | 46.0% | 7.57 | 94.6% | 18.0% |
| 30Δ | 11.95 | 126.3% | 42.4% | 7.87 | 93.9% | 16.3% |
| 35Δ | 11.56 | 119.9% | 38.8% | 8.17 | 93.1% | 14.7% |
| 40Δ | 11.16 | 113.4% | 35.1% | 8.47 | 92.4% | 13.1% |
| 45Δ | 10.77 | 107.0% | 31.5% | 8.76 | 91.6% | 11.4% |
| 50Δ | 10.37 | 100.6% | 27.9% | 9.06 | 90.9% | 9.8% |
| 55Δ | 9.98 | 94.1% | 24.2% | 9.36 | 90.1% | 8.2% |
| 60Δ | 9.59 | 87.7% | 20.6% | 9.65 | 89.4% | 6.5% |
| 65Δ | 9.19 | 81.2% | 17.0% | 9.95 | 88.6% | 4.9% |
| 70Δ | 8.80 | 74.8% | 13.3% | 10.69 | 97.5% | 4.1% |
| 75Δ | 8.40 | 68.4% | 9.7% | 11.52 | 108.2% | 3.4% |
| 80Δ | 8.01 | 61.9% | 6.1% | 12.35 | 118.9% | 2.8% |
No recorded observations