Share price$3.99
1D-4.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:52:48.816Z
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 · 2026-10-22T16:49:01.09909352Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.16 | 284.8% | 186.9% | 2.92 | 229.3% | 41.0% |
| 25Δ | 10.60 | 306.7% | 175.2% | 3.32 | 227.8% | 37.9% |
| 30Δ | 10.04 | 328.5% | 163.4% | 3.72 | 226.3% | 34.8% |
| 35Δ | 7.17 | 230.8% | 90.3% | 4.12 | 224.8% | 31.6% |
| 40Δ | 4.52 | 223.3% | 28.5% | |||
| 45Δ | 4.92 | 221.8% | 25.4% | |||
| 50Δ | 5.32 | 220.2% | 22.3% | |||
| 55Δ | 5.72 | 218.7% | 19.2% | |||
| 60Δ | 6.12 | 217.2% | 16.1% | |||
| 65Δ | 6.52 | 215.7% | 13.0% | |||
| 70Δ | 6.92 | 214.2% | 9.9% | |||
| 75Δ | 7.32 | 212.7% | 6.8% | |||
| 80Δ | 9.33 | 247.0% | 4.9% | |||
No recorded observations