Share price$4.50
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T03:36:00.500Z
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 · 2026-10-21T21:26:46.356911198Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 8.76 | 319.3% | 111.4% | 5.26 | 312.8% | 29.5% |
| 45Δ | 8.20 | 331.2% | 102.3% | 5.59 | 295.2% | 26.1% |
| 50Δ | 10.22 | 425.4% | 154.0% | 5.92 | 277.7% | 22.6% |
| 55Δ | 12.25 | 519.7% | 205.7% | 6.25 | 260.1% | 19.2% |
| 60Δ | 14.27 | 613.9% | 257.5% | 6.58 | 242.6% | 15.8% |
| 65Δ | 16.30 | 708.1% | 309.2% | 6.91 | 225.0% | 12.3% |
| 70Δ | 11.62 | 687.9% | 209.7% | 7.23 | 207.5% | 8.9% |
| 75Δ | 6.41 | 579.4% | 96.2% | 8.05 | 204.7% | 6.0% |
| 80Δ | 4.07 | 489.8% | 46.5% | 12.74 | 288.8% | 5.5% |
No recorded observations