Share price$8.03
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:43:21.749Z
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 · 2026-10-22T23:00:00.001420423Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.53 | 187.8% | 85.6% | 5.20 | 226.3% | 39.9% |
| 25Δ | 12.25 | 152.2% | 57.4% | 6.14 | 162.8% | 28.2% |
| 30Δ | 11.79 | 141.1% | 52.0% | 7.08 | 99.2% | 16.5% |
| 35Δ | 11.33 | 130.0% | 46.6% | 7.78 | 74.7% | 10.8% |
| 40Δ | 10.87 | 118.9% | 41.3% | 8.29 | 82.0% | 9.9% |
| 45Δ | 10.41 | 107.8% | 35.9% | 8.80 | 89.3% | 9.1% |
| 50Δ | 9.95 | 96.7% | 30.5% | 9.30 | 96.6% | 8.2% |
| 55Δ | 9.49 | 85.6% | 25.1% | 9.81 | 103.9% | 7.4% |
| 60Δ | 9.03 | 74.5% | 19.8% | 10.32 | 111.2% | 6.5% |
| 65Δ | 8.57 | 63.4% | 14.4% | 10.83 | 118.5% | 5.7% |
| 70Δ | 8.11 | 52.3% | 9.0% | 11.34 | 125.8% | 4.8% |
| 75Δ | 7.66 | 41.2% | 3.6% | 11.85 | 133.1% | 4.0% |
| 80Δ | 6.60 | 95.8% | 2.1% | 12.35 | 140.4% | 3.1% |
No recorded observations