Share price$6.20
1D+3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:44.070Z
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 · 2026-10-23T00:00:07.153619839Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.48 | 396.1% | 51.2% | |||
| 25Δ | 5.14 | 341.8% | 42.7% | |||
| 30Δ | 5.70 | 306.4% | 35.9% | |||
| 35Δ | 6.21 | 277.3% | 30.0% | |||
| 40Δ | 17.82 | 434.1% | 207.3% | 6.67 | 255.4% | 25.2% |
| 45Δ | 12.48 | 377.3% | 122.6% | 7.15 | 237.9% | 20.9% |
| 50Δ | 9.80 | 338.6% | 81.1% | 7.69 | 231.3% | 17.9% |
| 55Δ | 8.24 | 314.2% | 58.2% | 8.17 | 222.2% | 15.0% |
| 60Δ | 7.04 | 288.7% | 41.0% | 8.57 | 209.7% | 12.2% |
| 65Δ | 6.27 | 279.2% | 31.5% | 8.98 | 197.2% | 9.4% |
| 70Δ | 5.59 | 260.7% | 22.9% | 9.81 | 200.2% | 7.7% |
| 75Δ | 4.98 | 235.9% | 15.0% | 10.79 | 203.6% | 6.0% |
| 80Δ | 4.70 | 204.1% | 11.2% | 12.48 | 212.4% | 4.4% |
No recorded observations