Share price$8.58
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:00:27.700Z
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 · 2026-10-22T21:59:29.309572499Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.50 | 141.6% | 60.7% | 7.04 | 92.6% | 20.7% |
| 25Δ | 12.22 | 113.5% | 45.7% | 7.88 | 49.8% | 10.2% |
| 30Δ | 10.95 | 85.3% | 30.7% | 8.12 | 43.8% | 8.1% |
| 35Δ | 9.67 | 57.1% | 15.7% | 8.26 | 43.7% | 7.2% |
| 40Δ | 8.93 | 43.0% | 7.5% | 8.39 | 43.6% | 6.4% |
| 45Δ | 8.78 | 44.5% | 6.8% | 8.53 | 43.5% | 5.5% |
| 50Δ | 8.63 | 46.1% | 6.1% | 8.67 | 43.4% | 4.7% |
| 55Δ | 8.49 | 47.6% | 5.4% | 8.81 | 43.3% | 3.9% |
| 60Δ | 8.34 | 49.1% | 4.7% | 8.94 | 43.2% | 3.0% |
| 65Δ | 8.19 | 50.7% | 4.0% | 9.33 | 55.0% | 2.9% |
| 70Δ | 8.04 | 52.2% | 3.3% | 9.88 | 75.1% | 3.2% |
| 75Δ | 7.83 | 52.9% | 2.8% | 10.86 | 100.1% | 3.3% |
| 80Δ | 7.59 | 53.3% | 2.2% | 13.27 | 145.9% | 3.3% |
No recorded observations