Share price$6.56
1D+8.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:03:25.661Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T19:02:57.781213876Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.02 | 112.6% | 29.7% | |||
| 25Δ | 5.37 | 110.6% | 26.9% | |||
| 30Δ | 5.71 | 108.6% | 24.1% | |||
| 35Δ | 9.18 | 123.3% | 48.7% | 6.06 | 106.6% | 21.3% |
| 40Δ | 8.29 | 109.6% | 35.9% | 6.41 | 104.6% | 18.5% |
| 45Δ | 6.76 | 102.6% | 15.6% | |||
| 50Δ | 7.11 | 100.6% | 12.8% | |||
| 55Δ | 7.46 | 98.5% | 10.0% | |||
| 60Δ | 8.11 | 103.9% | 8.6% | |||
| 65Δ | 8.79 | 110.1% | 7.3% | |||
| 70Δ | 9.48 | 116.4% | 6.1% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations