Share price$8.83
1D+2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:26.666Z
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 · 2026-10-23T17:37:07.741066025Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 12.93 | 153.2% | 51.6% | 7.24 | 160.7% | 26.6% |
| 30Δ | 12.12 | 153.3% | 43.9% | 7.74 | 161.4% | 23.5% |
| 35Δ | 11.34 | 149.5% | 36.4% | 8.24 | 161.8% | 20.6% |
| 40Δ | 10.70 | 147.8% | 30.6% | 8.74 | 161.7% | 18.1% |
| 45Δ | 10.15 | 148.2% | 26.1% | 9.27 | 162.6% | 15.8% |
| 50Δ | 9.65 | 149.1% | 22.4% | 9.83 | 164.2% | 13.7% |
| 55Δ | 9.17 | 150.2% | 19.0% | 10.47 | 167.3% | 11.9% |
| 60Δ | 8.70 | 152.1% | 16.1% | 11.17 | 170.5% | 10.1% |
| 65Δ | 8.23 | 154.5% | 13.4% | 11.94 | 172.1% | 8.4% |
| 70Δ | 7.76 | 153.5% | 10.8% | 12.70 | 169.9% | 6.7% |
| 75Δ | 7.30 | 149.3% | 8.2% | 13.72 | 172.0% | 5.2% |
| 80Δ | 6.77 | 151.3% | 6.0% | 14.95 | 172.3% | 3.8% |
No recorded observations