Share price$8.03
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:59:24.500Z
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 | 188.6% | 85.6% | 5.20 | 227.3% | 39.9% |
| 25Δ | 12.25 | 152.9% | 57.4% | 6.14 | 163.5% | 28.2% |
| 30Δ | 11.79 | 141.8% | 52.0% | 7.08 | 99.7% | 16.5% |
| 35Δ | 11.33 | 130.7% | 46.6% | 7.78 | 75.0% | 10.8% |
| 40Δ | 10.87 | 119.6% | 41.2% | 8.29 | 82.3% | 9.9% |
| 45Δ | 10.41 | 108.5% | 35.9% | 8.80 | 89.7% | 9.1% |
| 50Δ | 9.95 | 97.4% | 30.5% | 9.30 | 97.0% | 8.2% |
| 55Δ | 9.49 | 86.2% | 25.1% | 9.81 | 104.3% | 7.4% |
| 60Δ | 9.03 | 75.1% | 19.7% | 10.32 | 111.7% | 6.5% |
| 65Δ | 8.57 | 64.0% | 14.3% | 10.83 | 119.0% | 5.7% |
| 70Δ | 8.11 | 52.9% | 8.9% | 11.34 | 126.3% | 4.8% |
| 75Δ | 7.65 | 41.8% | 3.5% | 11.84 | 133.7% | 4.0% |
| 80Δ | 6.59 | 97.7% | 2.1% | 12.35 | 141.0% | 3.1% |
No recorded observations