Share price$3.59
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:05.007Z
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 · 2026-10-22T20:00:00.903976582Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.90 | 106.9% | 39.4% | 2.56 | 235.8% | 39.1% |
| 25Δ | 6.23 | 203.2% | 80.2% | 2.88 | 189.5% | 30.1% |
| 30Δ | 6.91 | 260.2% | 102.4% | 3.13 | 143.7% | 22.0% |
| 35Δ | 5.47 | 214.0% | 62.9% | 3.32 | 98.3% | 14.4% |
| 40Δ | 5.08 | 195.0% | 52.7% | 3.51 | 56.5% | 7.3% |
| 45Δ | 4.68 | 176.1% | 42.6% | 3.61 | 61.4% | 6.8% |
| 50Δ | 4.29 | 157.2% | 32.4% | 3.71 | 66.4% | 6.2% |
| 55Δ | 3.89 | 138.2% | 22.2% | 3.82 | 71.3% | 5.6% |
| 60Δ | 3.50 | 119.4% | 12.1% | 3.92 | 76.3% | 5.0% |
| 65Δ | 3.35 | 119.2% | 10.2% | 4.03 | 79.5% | 4.4% |
| 70Δ | 3.19 | 119.0% | 8.2% | 4.15 | 77.4% | 3.5% |
| 75Δ | 3.04 | 118.9% | 6.3% | 4.27 | 75.2% | 2.7% |
| 80Δ | 2.79 | 135.4% | 5.3% | 4.39 | 73.1% | 1.9% |
| Date | IV |
|---|---|
| 79.64% | |
| 97.96% |