Share price$0.22
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:55.369Z
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 · 2026-10-22T23:08:11.098651482Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 0.87 | 537.6% | 323.9% | |||
| 50Δ | 0.71 | 530.3% | 254.7% | |||
| 55Δ | 0.55 | 523.0% | 185.6% | |||
| 60Δ | ||||||
| 65Δ | 0.89 | 466.7% | 17.4% | |||
| 70Δ | 0.66 | 357.8% | 12.0% | |||
| 75Δ | 1.00 | 385.3% | 8.4% | |||
| 80Δ | 1.85 | 491.9% | 8.4% | |||
No recorded observations