Share price$0.57
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:15.195Z
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 | 187.8% | 87.9% | |||
| 25Δ | 1.41 | 264.5% | 163.7% | |||
| 30Δ | 1.78 | 341.1% | 239.5% | |||
| 35Δ | 2.15 | 417.7% | 315.3% | |||
| 40Δ | 2.52 | 494.4% | 391.2% | |||
| 45Δ | 2.89 | 571.0% | 467.0% | |||
| 50Δ | 3.26 | 647.6% | 542.8% | |||
| 55Δ | 3.63 | 724.3% | 618.6% | |||
| 60Δ | 3.98 | 796.0% | 689.4% | |||
| 65Δ | 2.21 | 465.4% | 344.3% | 1.38 | 352.3% | 14.1% |
| 70Δ | 0.67 | 219.8% | 47.3% | 1.12 | 262.5% | 9.5% |
| 75Δ | 1.55 | 800.0% | 261.7% | 1.20 | 237.7% | 6.5% |
| 80Δ | 1.56 | 264.6% | 5.0% | |||
No recorded observations