Share price$0.57
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:56.767Z
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 | 187.5% | 87.9% | |||
| 25Δ | 1.40 | 263.8% | 163.4% | |||
| 30Δ | 1.77 | 340.2% | 238.9% | |||
| 35Δ | 2.14 | 416.6% | 314.5% | |||
| 40Δ | 2.51 | 493.0% | 390.0% | |||
| 45Δ | 2.88 | 569.4% | 465.5% | |||
| 50Δ | 3.25 | 645.8% | 541.1% | |||
| 55Δ | 3.62 | 722.2% | 616.6% | |||
| 60Δ | 3.99 | 798.6% | 692.1% | |||
| 65Δ | 2.24 | 470.4% | 349.4% | 1.38 | 351.5% | 14.1% |
| 70Δ | 0.66 | 214.3% | 44.6% | 1.12 | 262.0% | 9.5% |
| 75Δ | 1.57 | 800.0% | 263.6% | 1.20 | 237.3% | 6.5% |
| 80Δ | 1.56 | 264.1% | 5.0% | |||
No recorded observations