Share price$0.57
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:36:53.985Z
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 · 2026-10-22T23:21:51.158157441Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.03 | 187.6% | 87.9% | |||
| 25Δ | 1.41 | 264.1% | 163.5% | |||
| 30Δ | 1.78 | 340.6% | 239.2% | |||
| 35Δ | 2.15 | 417.2% | 314.9% | |||
| 40Δ | 2.52 | 493.7% | 390.5% | |||
| 45Δ | 2.89 | 570.2% | 466.2% | |||
| 50Δ | 3.26 | 646.7% | 541.9% | |||
| 55Δ | 3.63 | 723.2% | 617.5% | |||
| 60Δ | 4.00 | 799.7% | 693.2% | |||
| 65Δ | 2.23 | 468.0% | 347.0% | 1.38 | 351.9% | 14.1% |
| 70Δ | 0.66 | 216.8% | 45.8% | 1.12 | 262.2% | 9.5% |
| 75Δ | 1.56 | 800.0% | 262.7% | 1.20 | 237.4% | 6.5% |
| 80Δ | 1.56 | 264.3% | 5.0% | |||
No recorded observations