Share price$7.28
1D-0.7%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:50:31.151Z
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 · 2026-10-22T20:39:56.132396609Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.31 | 56.1% | 29.5% | 5.46 | 144.1% | 29.6% |
| 25Δ | 9.08 | 53.6% | 26.8% | 5.94 | 116.2% | 22.9% |
| 30Δ | 8.86 | 51.0% | 24.1% | 6.42 | 88.4% | 16.2% |
| 35Δ | 8.63 | 48.5% | 21.4% | 6.89 | 60.6% | 9.5% |
| 40Δ | 8.40 | 45.9% | 18.6% | 7.18 | 62.2% | 7.8% |
| 45Δ | 8.17 | 43.4% | 15.9% | 7.41 | 72.1% | 7.5% |
| 50Δ | 7.94 | 40.8% | 13.2% | 7.64 | 82.0% | 7.3% |
| 55Δ | 7.71 | 38.3% | 10.5% | 7.87 | 91.9% | 7.1% |
| 60Δ | 7.49 | 35.7% | 7.8% | 8.21 | 101.0% | 6.6% |
| 65Δ | 7.26 | 33.2% | 5.1% | 8.67 | 109.3% | 5.8% |
| 70Δ | 7.03 | 30.7% | 2.4% | 9.51 | 130.4% | 5.4% |
| 75Δ | 11.20 | 166.3% | 5.1% | |||
| 80Δ | 12.85 | 182.1% | 4.0% | |||
No recorded observations