Share price$4.21
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:03:21.295Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T23:26:09.695089997Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.87 | 164.5% | 41.5% | |||
| 25Δ | 3.15 | 156.5% | 37.3% | |||
| 30Δ | 3.43 | 148.4% | 33.1% | |||
| 35Δ | 3.70 | 140.4% | 28.8% | |||
| 40Δ | 3.98 | 132.4% | 24.6% | |||
| 45Δ | 4.26 | 124.4% | 20.4% | |||
| 50Δ | 4.54 | 116.4% | 16.1% | |||
| 55Δ | 4.82 | 108.4% | 11.9% | |||
| 60Δ | 5.67 | 114.4% | 8.8% | |||
| 65Δ | 7.66 | 148.0% | 8.1% | |||
| 70Δ | 9.65 | 181.7% | 7.3% | |||
| 75Δ | 11.65 | 215.3% | 6.5% | |||
| 80Δ | 10.70 | 191.8% | 4.4% | |||
No recorded observations