Share price$9.07
1D+6.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:17:46.292Z
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 · 2026-10-23T00:00:07.518653746Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:17:45.628308+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.06 | 165.3% | 70.3% | 6.86 | 162.8% | 30.9% |
| 25Δ | 13.42 | 154.4% | 53.2% | 7.42 | 159.2% | 26.8% |
| 30Δ | 12.49 | 151.7% | 44.3% | 7.96 | 156.5% | 23.1% |
| 35Δ | 11.80 | 152.7% | 38.2% | 8.46 | 156.3% | 20.4% |
| 40Δ | 11.10 | 151.0% | 32.1% | 8.97 | 156.4% | 17.8% |
| 45Δ | 10.49 | 148.7% | 27.0% | 9.51 | 157.8% | 15.6% |
| 50Δ | 9.91 | 146.7% | 22.3% | 10.07 | 159.6% | 13.5% |
| 55Δ | 9.42 | 146.6% | 18.9% | 10.76 | 164.5% | 11.9% |
| 60Δ | 8.92 | 146.6% | 15.6% | 11.34 | 162.1% | 9.9% |
| 65Δ | 8.45 | 147.6% | 13.0% | 11.86 | 155.6% | 7.9% |
| 70Δ | 7.97 | 148.5% | 10.4% | 12.52 | 152.4% | 6.2% |
| 75Δ | 7.48 | 148.6% | 8.2% | 13.56 | 157.5% | 4.9% |
| 80Δ | 6.98 | 149.0% | 6.1% | 14.50 | 156.0% | 3.5% |
No recorded observations