Share price$6.05
1D+8.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:58.470Z
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 · 2026-10-22T20:44:09.854250855Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.08 | 90.6% | 19.8% | |||
| 25Δ | 5.34 | 94.8% | 18.3% | |||
| 30Δ | 5.61 | 99.0% | 16.9% | |||
| 35Δ | 10.00 | 243.3% | 76.9% | 5.87 | 103.2% | 15.4% |
| 40Δ | 9.39 | 229.3% | 68.4% | 6.14 | 107.4% | 14.0% |
| 45Δ | 8.79 | 215.2% | 59.8% | 6.40 | 111.6% | 12.5% |
| 50Δ | 8.18 | 201.2% | 51.3% | 6.67 | 115.8% | 11.1% |
| 55Δ | 7.58 | 187.2% | 42.8% | 6.93 | 120.0% | 9.6% |
| 60Δ | 6.98 | 173.1% | 34.2% | 7.20 | 124.2% | 8.2% |
| 65Δ | 6.37 | 159.1% | 25.7% | 7.47 | 128.4% | 6.7% |
| 70Δ | 5.77 | 145.1% | 17.1% | 8.20 | 137.6% | 5.6% |
| 75Δ | 5.16 | 131.0% | 8.6% | 9.00 | 147.5% | 4.6% |
| 80Δ | 4.38 | 195.2% | 6.8% | 9.81 | 157.5% | 3.5% |
No recorded observations