Share price$8.82
1D+2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:09.441Z
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 · 2026-10-22T20:10:00.003018723Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.85 | 232.6% | 41.7% | |||
| 25Δ | 6.89 | 192.4% | 31.6% | |||
| 30Δ | 15.89 | 233.2% | 89.3% | 7.66 | 165.0% | 24.5% |
| 35Δ | 11.27 | 136.9% | 35.0% | 8.05 | 155.2% | 21.6% |
| 40Δ | 9.75 | 90.5% | 17.4% | 8.43 | 145.3% | 18.7% |
| 45Δ | 9.44 | 92.1% | 15.7% | 8.81 | 135.5% | 15.7% |
| 50Δ | 9.13 | 93.6% | 13.9% | 9.20 | 125.7% | 12.8% |
| 55Δ | 8.82 | 95.2% | 12.2% | 9.58 | 115.9% | 9.9% |
| 60Δ | 8.51 | 96.7% | 10.5% | 9.97 | 106.1% | 7.0% |
| 65Δ | 8.20 | 98.3% | 8.8% | 10.76 | 115.2% | 6.0% |
| 70Δ | 7.90 | 99.8% | 7.1% | 11.58 | 126.1% | 5.1% |
| 75Δ | 7.59 | 101.4% | 5.4% | 12.41 | 136.9% | 4.3% |
| 80Δ | 6.95 | 115.9% | 4.3% | 16.58 | 197.3% | 4.2% |
No recorded observations