Share price$6.86
1D+2.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T15:14:50.096Z
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 · 2026-10-24T00:00:08.044946985Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T15:14:50.212171+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.73 | 268.8% | 149.9% | 4.98 | 217.0% | 36.5% |
| 25Δ | 12.81 | 229.7% | 93.8% | 5.50 | 219.2% | 32.6% |
| 30Δ | 11.20 | 216.7% | 71.8% | 6.02 | 222.3% | 28.8% |
| 35Δ | 10.26 | 214.6% | 59.9% | 6.53 | 218.3% | 25.3% |
| 40Δ | 9.50 | 214.4% | 50.8% | 7.04 | 215.2% | 21.9% |
| 45Δ | 8.80 | 213.8% | 42.7% | 7.68 | 222.3% | 19.5% |
| 50Δ | 8.13 | 211.7% | 35.2% | 8.35 | 227.5% | 17.2% |
| 55Δ | 7.55 | 209.4% | 29.2% | 9.06 | 230.1% | 14.9% |
| 60Δ | 6.99 | 206.9% | 23.4% | 9.68 | 223.7% | 12.3% |
| 65Δ | 6.49 | 200.9% | 18.7% | 10.36 | 218.4% | 10.0% |
| 70Δ | 6.00 | 195.0% | 14.0% | 11.11 | 214.2% | 7.9% |
| 75Δ | 5.55 | 191.3% | 10.9% | 11.97 | 210.6% | 6.0% |
| 80Δ | 5.10 | 187.6% | 7.8% | 13.08 | 208.4% | 4.4% |
No recorded observations