Share price$4.68
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:26.962Z
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 · 2026-10-22T23:00:00.002824688Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.12 | 172.3% | 38.6% | |||
| 25Δ | 5.69 | 76.6% | 24.5% | 3.39 | 160.0% | 34.1% |
| 30Δ | 3.65 | 147.8% | 29.6% | |||
| 35Δ | 3.91 | 135.6% | 25.1% | |||
| 40Δ | 4.18 | 123.3% | 20.6% | |||
| 45Δ | 4.44 | 111.1% | 16.1% | |||
| 50Δ | 4.70 | 98.9% | 11.6% | |||
| 55Δ | 4.96 | 86.6% | 7.2% | |||
| 60Δ | 5.46 | 99.1% | 6.0% | |||
| 65Δ | 6.00 | 115.5% | 5.5% | |||
| 70Δ | 6.54 | 132.0% | 4.9% | |||
| 75Δ | 7.07 | 148.5% | 4.3% | |||
| 80Δ | ||||||
No recorded observations