Share price$7.38
1D-3.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:44:37.563Z
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 · 2026-10-22T16:44:31.805045048Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.98 | 72.6% | 23.9% | 6.28 | 76.0% | 17.7% |
| 25Δ | 8.71 | 71.9% | 20.9% | 6.51 | 75.6% | 15.5% |
| 30Δ | 8.44 | 71.2% | 18.0% | 6.74 | 75.2% | 13.3% |
| 35Δ | 8.18 | 70.5% | 15.1% | 6.97 | 74.9% | 11.1% |
| 40Δ | 7.93 | 70.4% | 12.8% | 7.17 | 74.0% | 9.8% |
| 45Δ | 7.74 | 71.4% | 11.4% | 7.36 | 73.1% | 8.5% |
| 50Δ | 7.55 | 72.4% | 10.0% | 7.55 | 72.2% | 7.3% |
| 55Δ | 7.36 | 73.4% | 8.6% | 7.74 | 71.3% | 6.1% |
| 60Δ | 7.17 | 74.4% | 7.3% | 7.93 | 70.3% | 4.8% |
| 65Δ | 6.97 | 75.5% | 6.0% | 8.16 | 69.8% | 3.9% |
| 70Δ | 6.72 | 77.4% | 5.0% | 8.41 | 69.5% | 3.2% |
| 75Δ | 6.47 | 79.3% | 4.1% | 8.66 | 69.2% | 2.4% |
| 80Δ | 6.22 | 81.2% | 3.2% | 8.90 | 68.9% | 1.7% |
No recorded observations