Share price$6.86
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:58:52.396Z
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 · 2026-10-22T23:00:00.001267014Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.13 | 157.5% | 31.1% | |||
| 25Δ | 5.40 | 147.3% | 28.0% | |||
| 30Δ | 8.19 | 82.2% | 23.1% | 5.68 | 137.2% | 24.9% |
| 35Δ | 5.95 | 127.1% | 21.7% | |||
| 40Δ | 6.23 | 117.0% | 18.6% | |||
| 45Δ | 6.50 | 106.9% | 15.5% | |||
| 50Δ | 6.78 | 96.8% | 12.4% | |||
| 55Δ | 7.05 | 86.7% | 9.3% | |||
| 60Δ | 7.32 | 76.6% | 6.1% | |||
| 65Δ | 7.87 | 76.4% | 4.0% | |||
| 70Δ | 8.90 | 93.7% | 3.4% | |||
| 75Δ | 9.92 | 111.1% | 2.9% | |||
| 80Δ | 10.95 | 128.4% | 2.4% | |||
No recorded observations