Share price$3.04
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T10:05:07.730Z
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 · 2026-10-22T20:00:00.338935141Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.55 | 108.5% | 54.2% | |||
| 25Δ | 4.37 | 108.5% | 50.0% | 2.71 | 116.5% | 20.7% |
| 30Δ | 4.20 | 108.6% | 45.8% | 2.96 | 127.2% | 19.3% |
| 35Δ | 4.03 | 108.7% | 41.6% | 3.22 | 137.9% | 17.9% |
| 40Δ | 3.85 | 108.8% | 37.4% | 3.47 | 148.6% | 16.5% |
| 45Δ | 3.68 | 108.8% | 33.1% | 3.72 | 159.3% | 15.0% |
| 50Δ | 3.51 | 108.9% | 28.9% | 3.98 | 170.0% | 13.6% |
| 55Δ | 3.33 | 109.0% | 24.7% | 4.23 | 180.7% | 12.2% |
| 60Δ | 3.16 | 109.1% | 20.5% | 4.48 | 191.4% | 10.8% |
| 65Δ | 2.99 | 109.1% | 16.3% | 4.73 | 202.1% | 9.4% |
| 70Δ | 2.81 | 109.2% | 12.1% | 4.99 | 212.8% | 8.0% |
| 75Δ | 2.64 | 109.3% | 7.8% | 6.56 | 254.1% | 6.9% |
| 80Δ | ||||||
No recorded observations