Share price$6.49
1D-2.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:02.237Z
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 · 2026-10-22T22:30:00.00766157Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.92 | 266.4% | 166.6% | 5.00 | 148.4% | 28.7% |
| 25Δ | 14.66 | 232.1% | 132.4% | 5.33 | 145.8% | 26.1% |
| 30Δ | 12.40 | 197.8% | 98.2% | 5.65 | 143.3% | 23.5% |
| 35Δ | 10.14 | 163.6% | 63.9% | 5.98 | 140.8% | 20.9% |
| 40Δ | 7.88 | 129.3% | 29.7% | 6.31 | 138.2% | 18.3% |
| 45Δ | 7.25 | 123.9% | 22.0% | 6.64 | 135.7% | 15.6% |
| 50Δ | 6.94 | 124.3% | 19.7% | 6.96 | 133.2% | 13.0% |
| 55Δ | 6.64 | 124.7% | 17.3% | 7.29 | 130.6% | 10.4% |
| 60Δ | 6.34 | 125.1% | 14.9% | 7.72 | 130.9% | 8.3% |
| 65Δ | 6.03 | 125.5% | 12.5% | 8.33 | 136.2% | 7.1% |
| 70Δ | 5.73 | 125.9% | 10.1% | 8.94 | 141.6% | 5.8% |
| 75Δ | 5.43 | 126.2% | 7.8% | 9.55 | 146.9% | 4.6% |
| 80Δ | 5.12 | 126.6% | 5.4% | 11.10 | 170.9% | 3.7% |
No recorded observations