Share price$4.87
1D+21.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:13.114Z
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 · 2026-10-22T22:09:07.375409991Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 5.29 | 439.9% | 43.8% | |||
| 35Δ | 5.68 | 408.6% | 38.7% | |||
| 40Δ | 6.07 | 377.2% | 33.6% | |||
| 45Δ | 6.46 | 345.9% | 28.5% | |||
| 50Δ | 6.84 | 314.6% | 23.4% | |||
| 55Δ | 7.23 | 283.2% | 18.3% | |||
| 60Δ | 5.19 | 223.0% | 29.3% | 9.89 | 324.0% | 15.7% |
| 65Δ | 6.19 | 381.6% | 61.8% | 14.10 | 393.6% | 14.8% |
| 70Δ | 7.19 | 540.3% | 94.3% | |||
| 75Δ | 6.46 | 571.7% | 86.5% | |||
| 80Δ | 4.94 | 545.8% | 60.6% | |||
No recorded observations