Share price$1.23
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:18.429Z
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 · 2026-10-22T21:07:19.078718356Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.02 | 162.6% | 68.6% | |||
| 25Δ | 2.52 | 235.0% | 113.9% | 1.02 | 158.5% | 26.6% |
| 30Δ | 3.03 | 307.5% | 159.3% | 1.20 | 166.8% | 24.6% |
| 35Δ | 3.53 | 379.9% | 204.7% | 1.37 | 175.0% | 22.7% |
| 40Δ | 4.03 | 452.3% | 250.0% | 1.55 | 183.3% | 20.7% |
| 45Δ | 4.54 | 524.7% | 295.4% | 1.72 | 191.6% | 18.8% |
| 50Δ | 5.05 | 596.8% | 341.2% | 1.90 | 199.8% | 16.8% |
| 55Δ | 5.61 | 665.4% | 392.9% | 2.07 | 208.1% | 14.8% |
| 60Δ | 5.53 | 662.0% | 389.2% | 2.25 | 216.3% | 12.9% |
| 65Δ | 4.02 | 499.1% | 262.8% | 2.42 | 224.6% | 10.9% |
| 70Δ | 2.51 | 336.1% | 136.4% | 2.60 | 232.9% | 9.0% |
| 75Δ | 1.00 | 173.2% | 10.0% | 2.77 | 241.1% | 7.0% |
| 80Δ | 2.95 | 249.4% | 5.1% | |||
| Date | IV |
|---|---|
| 272.84% |