Share price$2.03
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:13:56.314Z
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 · 2026-10-21T20:00:00.13718041Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 2.60 | 412.7% | 37.5% | |||
| 40Δ | 3.05 | 405.6% | 33.6% | |||
| 45Δ | 3.49 | 398.5% | 29.7% | |||
| 50Δ | 4.10 | 385.8% | 126.6% | 3.93 | 391.4% | 25.7% |
| 55Δ | 2.76 | 302.8% | 60.6% | 4.37 | 384.4% | 21.8% |
| 60Δ | 3.80 | 420.4% | 120.9% | 4.82 | 377.3% | 17.9% |
| 65Δ | 5.42 | 586.2% | 211.6% | 6.30 | 402.1% | 15.0% |
| 70Δ | 7.03 | 752.0% | 302.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations