Share price$7.15
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:25.884Z
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 · 2026-10-22T23:28:55.764870396Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.19 | 60.0% | 30.3% | 5.35 | 146.2% | 30.0% |
| 25Δ | 8.92 | 57.7% | 27.0% | 5.77 | 121.7% | 24.0% |
| 30Δ | 8.65 | 55.4% | 23.8% | 6.18 | 97.1% | 18.1% |
| 35Δ | 8.39 | 53.1% | 20.6% | 6.59 | 72.6% | 12.2% |
| 40Δ | 8.12 | 50.8% | 17.3% | 7.00 | 48.5% | 6.4% |
| 45Δ | 7.85 | 48.6% | 14.1% | 7.23 | 57.3% | 6.1% |
| 50Δ | 7.58 | 46.3% | 10.8% | 7.45 | 66.1% | 5.9% |
| 55Δ | 7.32 | 44.0% | 7.6% | 7.67 | 74.8% | 5.7% |
| 60Δ | 7.05 | 41.7% | 4.4% | 7.89 | 83.6% | 5.4% |
| 65Δ | 8.23 | 91.1% | 4.9% | |||
| 70Δ | 8.66 | 97.3% | 4.2% | |||
| 75Δ | 9.46 | 115.6% | 3.7% | |||
| 80Δ | 11.27 | 151.2% | 3.4% | |||
No recorded observations