Share price$8.43
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:39:20.693Z
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 · 2026-10-22T20:34:33.211974154Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.73 | 177.1% | 79.2% | 6.17 | 136.5% | 30.2% |
| 25Δ | 11.98 | 124.4% | 46.2% | 7.23 | 92.9% | 18.2% |
| 30Δ | 9.92 | 86.9% | 21.9% | 7.70 | 81.9% | 14.2% |
| 35Δ | 9.63 | 88.1% | 20.0% | 7.97 | 81.8% | 12.9% |
| 40Δ | 9.34 | 89.4% | 18.1% | 8.23 | 81.8% | 11.6% |
| 45Δ | 9.05 | 90.6% | 16.2% | 8.50 | 81.8% | 10.3% |
| 50Δ | 8.76 | 91.9% | 14.2% | 8.77 | 81.8% | 9.0% |
| 55Δ | 8.47 | 93.1% | 12.3% | 9.04 | 81.7% | 7.7% |
| 60Δ | 8.18 | 94.4% | 10.4% | 9.30 | 81.7% | 6.4% |
| 65Δ | 7.89 | 95.6% | 8.5% | 9.57 | 81.7% | 5.1% |
| 70Δ | 7.60 | 96.8% | 6.5% | 9.84 | 81.7% | 3.8% |
| 75Δ | 11.38 | 109.7% | 3.3% | |||
| 80Δ | 14.85 | 180.4% | 3.9% | |||
No recorded observations