Share price$7.39
1D-3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:48:11.670Z
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 · 2026-10-22T15:48:11.077720449Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.89 | 68.0% | 22.5% | 6.29 | 75.4% | 17.6% |
| 25Δ | 8.65 | 68.4% | 19.9% | 6.52 | 74.3% | 15.3% |
| 30Δ | 8.41 | 68.9% | 17.4% | 6.76 | 73.2% | 13.0% |
| 35Δ | 8.17 | 69.3% | 14.8% | 6.99 | 72.1% | 10.7% |
| 40Δ | 7.94 | 69.6% | 12.6% | 7.19 | 72.4% | 9.5% |
| 45Δ | 7.75 | 70.0% | 11.2% | 7.39 | 72.8% | 8.4% |
| 50Δ | 7.56 | 70.3% | 9.8% | 7.59 | 73.2% | 7.3% |
| 55Δ | 7.37 | 70.6% | 8.4% | 7.78 | 73.5% | 6.1% |
| 60Δ | 7.19 | 70.9% | 7.0% | 7.98 | 73.9% | 5.0% |
| 65Δ | 7.00 | 71.2% | 5.6% | 8.20 | 72.2% | 4.1% |
| 70Δ | 6.75 | 73.7% | 4.8% | 8.42 | 70.4% | 3.3% |
| 75Δ | 6.50 | 76.2% | 3.9% | 8.64 | 68.6% | 2.5% |
| 80Δ | 6.25 | 78.7% | 3.1% | 8.86 | 66.8% | 1.7% |
No recorded observations