Share price$4.02
1D-3.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:06.484Z
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 · 2026-10-22T14:47:23.852279515Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.85 | 277.3% | 176.7% | 2.67 | 219.5% | 41.6% |
| 25Δ | 10.16 | 296.7% | 161.7% | 2.83 | 207.9% | 38.8% |
| 30Δ | 8.48 | 255.9% | 120.4% | 2.98 | 196.2% | 36.0% |
| 35Δ | 6.49 | 196.2% | 70.8% | 3.14 | 184.6% | 33.2% |
| 40Δ | 4.94 | 152.2% | 33.0% | 3.29 | 172.9% | 30.5% |
| 45Δ | 4.69 | 155.0% | 30.0% | 3.45 | 161.3% | 27.7% |
| 50Δ | 4.43 | 157.8% | 26.9% | 3.60 | 149.6% | 24.9% |
| 55Δ | 4.18 | 160.6% | 23.9% | 3.76 | 137.9% | 22.1% |
| 60Δ | 3.93 | 163.4% | 20.9% | 3.92 | 126.3% | 19.3% |
| 65Δ | 3.68 | 166.2% | 17.9% | 4.07 | 114.6% | 16.5% |
| 70Δ | 3.43 | 168.9% | 14.9% | 4.23 | 103.0% | 13.7% |
| 75Δ | 3.18 | 171.7% | 11.9% | 4.38 | 91.3% | 10.9% |
| 80Δ | 2.92 | 174.5% | 8.9% | 4.54 | 79.7% | 8.2% |
No recorded observations