Share price$4.94
1D+21.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:43:44.724Z
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 · 2026-10-22T23:59:54.897841825Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 5.35 | 442.1% | 43.9% | |||
| 35Δ | 5.75 | 409.9% | 38.7% | |||
| 40Δ | 6.15 | 377.6% | 33.4% | |||
| 45Δ | 6.56 | 345.4% | 28.2% | |||
| 50Δ | 6.96 | 313.2% | 22.9% | |||
| 55Δ | 7.37 | 281.0% | 17.7% | |||
| 60Δ | 5.08 | 201.2% | 24.0% | 12.33 | 397.9% | 17.9% |
| 65Δ | 6.16 | 371.4% | 58.7% | |||
| 70Δ | 7.25 | 541.6% | 93.3% | |||
| 75Δ | 6.37 | 558.9% | 82.3% | |||
| 80Δ | 4.90 | 529.6% | 57.4% | |||
No recorded observations