Share price$6.22
1D+4.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:22:56.187Z
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 · 2026-10-22T23:00:00.00253007Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.71 | 158.5% | 30.3% | |||
| 25Δ | 9.73 | 169.0% | 62.0% | 5.18 | 125.7% | 22.8% |
| 30Δ | 8.25 | 136.5% | 38.7% | 5.49 | 105.2% | 17.8% |
| 35Δ | 7.78 | 118.9% | 31.1% | 5.80 | 84.7% | 12.8% |
| 40Δ | 7.50 | 105.9% | 26.7% | 6.07 | 72.0% | 9.2% |
| 45Δ | 7.23 | 93.0% | 22.3% | 6.26 | 74.6% | 8.3% |
| 50Δ | 6.96 | 80.0% | 17.9% | 6.45 | 77.1% | 7.4% |
| 55Δ | 6.69 | 67.1% | 13.6% | 6.64 | 79.7% | 6.5% |
| 60Δ | 6.42 | 54.1% | 9.2% | 6.84 | 82.2% | 5.5% |
| 65Δ | 6.14 | 41.2% | 4.8% | 7.11 | 88.3% | 4.7% |
| 70Δ | 7.81 | 113.5% | 4.7% | |||
| 75Δ | 11.51 | 220.3% | 6.3% | |||
| 80Δ | ||||||
No recorded observations