Share price$8.40
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:39:22.724Z
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 · 2026-10-23T19:39:21.666233343Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.23 | 175.0% | 74.1% | 5.60 | 186.5% | 38.7% |
| 25Δ | 12.87 | 153.6% | 58.3% | 6.51 | 156.2% | 29.2% |
| 30Δ | 9.91 | 89.6% | 22.3% | 7.41 | 126.0% | 19.7% |
| 35Δ | 9.62 | 90.4% | 20.3% | 7.75 | 118.6% | 17.1% |
| 40Δ | 9.33 | 91.1% | 18.3% | 8.04 | 113.7% | 15.3% |
| 45Δ | 9.04 | 91.9% | 16.3% | 8.32 | 108.8% | 13.4% |
| 50Δ | 8.75 | 92.6% | 14.3% | 8.60 | 103.9% | 11.6% |
| 55Δ | 8.46 | 93.4% | 12.3% | 8.88 | 99.0% | 9.8% |
| 60Δ | 8.17 | 94.1% | 10.3% | 9.16 | 94.1% | 8.0% |
| 65Δ | 7.88 | 94.9% | 8.3% | 9.44 | 89.2% | 6.2% |
| 70Δ | 7.59 | 95.7% | 6.3% | 9.73 | 84.3% | 4.4% |
| 75Δ | 6.76 | 142.9% | 5.5% | |||
| 80Δ | 5.69 | 210.5% | 5.2% | |||
No recorded observations