Share price$8.60
1D+4.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:27:35.570Z
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 · 2026-10-22T23:00:00.002672047Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.51 | 141.5% | 60.5% | 7.08 | 91.4% | 20.4% |
| 25Δ | 12.26 | 113.8% | 45.9% | 7.94 | 47.6% | 9.8% |
| 30Δ | 11.01 | 86.1% | 31.2% | 8.13 | 44.5% | 8.2% |
| 35Δ | 9.76 | 58.4% | 16.5% | 8.27 | 44.5% | 7.4% |
| 40Δ | 8.94 | 42.0% | 7.3% | 8.41 | 44.5% | 6.5% |
| 45Δ | 8.80 | 43.4% | 6.6% | 8.55 | 44.5% | 5.6% |
| 50Δ | 8.65 | 44.7% | 5.9% | 8.69 | 44.5% | 4.8% |
| 55Δ | 8.51 | 46.1% | 5.3% | 8.84 | 44.5% | 3.9% |
| 60Δ | 8.36 | 47.5% | 4.6% | 8.98 | 44.5% | 3.0% |
| 65Δ | 8.22 | 48.8% | 3.9% | 9.44 | 60.8% | 3.2% |
| 70Δ | 8.07 | 50.2% | 3.2% | 9.98 | 80.4% | 3.5% |
| 75Δ | 7.77 | 55.1% | 2.7% | 11.24 | 110.9% | 3.6% |
| 80Δ | 7.31 | 63.6% | 2.2% | 13.94 | 158.2% | 3.5% |
No recorded observations