Share price$6.33
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:09.923Z
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 · 2026-10-22T20:32:08.29577044Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.53 | 187.4% | 87.1% | 4.33 | 362.8% | 48.5% |
| 25Δ | 5.06 | 268.1% | 37.6% | |||
| 30Δ | 5.51 | 257.8% | 34.5% | |||
| 35Δ | 5.97 | 247.4% | 31.3% | |||
| 40Δ | 6.42 | 237.0% | 28.2% | |||
| 45Δ | 6.88 | 226.7% | 25.1% | |||
| 50Δ | 7.33 | 216.3% | 22.0% | |||
| 55Δ | 7.79 | 206.0% | 18.8% | |||
| 60Δ | 8.24 | 195.6% | 15.7% | |||
| 65Δ | 8.70 | 185.2% | 12.6% | |||
| 70Δ | 9.15 | 174.9% | 9.5% | |||
| 75Δ | 9.61 | 164.5% | 6.3% | |||
| 80Δ | 10.35 | 160.3% | 3.5% | |||
No recorded observations