Share price$4.18
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:13:44.604Z
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 · 2026-10-21T20:00:00.530636372Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.87 | 134.7% | 35.8% | |||
| 25Δ | 6.73 | 155.0% | 66.4% | 3.02 | 128.3% | 33.3% |
| 30Δ | 3.17 | 122.0% | 30.8% | |||
| 35Δ | 3.32 | 115.6% | 28.3% | |||
| 40Δ | 3.47 | 109.3% | 25.8% | |||
| 45Δ | 3.62 | 102.9% | 23.3% | |||
| 50Δ | 3.77 | 96.6% | 20.8% | |||
| 55Δ | 3.92 | 90.2% | 18.2% | |||
| 60Δ | 4.07 | 83.8% | 15.7% | |||
| 65Δ | 4.22 | 77.5% | 13.2% | |||
| 70Δ | 4.37 | 71.1% | 10.7% | |||
| 75Δ | 4.52 | 64.8% | 8.2% | |||
| 80Δ | 4.67 | 58.4% | 5.7% | |||
No recorded observations