Share price$8.66
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:57:39.776Z
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 · 2026-10-23T20:00:01.253936096Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.92 | 294.7% | 44.5% | |||
| 25Δ | 6.76 | 240.8% | 35.2% | |||
| 30Δ | 14.72 | 223.4% | 78.7% | 7.56 | 192.7% | 26.6% |
| 35Δ | 12.90 | 190.5% | 58.1% | 8.04 | 183.8% | 23.4% |
| 40Δ | 11.08 | 157.6% | 37.5% | 8.51 | 175.0% | 20.3% |
| 45Δ | 9.83 | 137.1% | 24.1% | 8.99 | 166.2% | 17.2% |
| 50Δ | 9.40 | 134.9% | 21.0% | 9.47 | 157.4% | 14.0% |
| 55Δ | 8.98 | 132.8% | 18.0% | 9.94 | 148.5% | 10.9% |
| 60Δ | 8.56 | 130.7% | 15.0% | 11.17 | 171.4% | 10.0% |
| 65Δ | 8.13 | 128.5% | 11.9% | 12.49 | 198.5% | 9.4% |
| 70Δ | 7.71 | 126.4% | 8.9% | 14.76 | 226.9% | 8.3% |
| 75Δ | 7.20 | 128.7% | 6.7% | |||
| 80Δ | 6.61 | 135.2% | 5.3% | |||
No recorded observations