Share price$5.59
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:44.008Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:24:59.758898689Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.31 | 90.8% | 36.8% | 5.08 | 66.8% | 15.4% |
| 35Δ | 7.01 | 90.4% | 33.3% | 5.30 | 66.6% | 14.1% |
| 40Δ | 6.72 | 90.0% | 29.7% | 5.52 | 66.4% | 12.8% |
| 45Δ | 6.43 | 89.6% | 26.2% | 5.75 | 66.2% | 11.4% |
| 50Δ | 6.14 | 89.3% | 22.6% | 5.97 | 66.0% | 10.1% |
| 55Δ | 5.85 | 88.9% | 19.1% | 6.19 | 65.8% | 8.8% |
| 60Δ | 5.55 | 88.5% | 15.5% | 6.42 | 65.6% | 7.5% |
| 65Δ | 5.26 | 88.1% | 12.0% | 6.64 | 65.4% | 6.1% |
| 70Δ | 6.87 | 65.3% | 4.8% | |||
| 75Δ | 7.09 | 65.1% | 3.5% | |||
| 80Δ | 7.31 | 64.9% | 2.2% | |||
No recorded observations