Share price$8.35
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:04:37.389Z
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 · 2026-10-22T20:34:59.140067994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.44 | 155.9% | 65.4% | 7.06 | 74.1% | 17.6% |
| 25Δ | 14.72 | 202.4% | 83.4% | 7.61 | 60.0% | 12.1% |
| 30Δ | 13.96 | 201.6% | 77.2% | 7.84 | 61.7% | 11.2% |
| 35Δ | 13.20 | 200.7% | 70.9% | 8.08 | 63.4% | 10.2% |
| 40Δ | 12.44 | 199.9% | 64.7% | 8.31 | 65.1% | 9.3% |
| 45Δ | 11.69 | 199.0% | 58.5% | 8.54 | 66.7% | 8.3% |
| 50Δ | 10.93 | 198.1% | 52.3% | 8.78 | 68.4% | 7.4% |
| 55Δ | 10.17 | 197.3% | 46.1% | 9.01 | 70.1% | 6.4% |
| 60Δ | 9.41 | 196.4% | 39.9% | 9.25 | 71.7% | 5.5% |
| 65Δ | 8.65 | 195.5% | 33.7% | 9.48 | 73.4% | 4.5% |
| 70Δ | 7.89 | 194.7% | 27.5% | 9.72 | 75.1% | 3.5% |
| 75Δ | 7.13 | 193.8% | 21.3% | 9.95 | 76.8% | 2.6% |
| 80Δ | 6.37 | 192.9% | 15.1% | 12.30 | 131.1% | 2.9% |
No recorded observations