Share price$3.59
1D-0.3%
Sold putSold callAH
Alto Ingredients Inc ALTO
BASIC MATERIALS · SPECIALTY CHEMICALSi
Market dataready · fetched 2026-10-22T21:08:40.622Z
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 · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:39.345443+00:00
Alto Ingredients Inc options
PutsExpensive1.15×
CallsExpensive1.64×
SkewBullish-58.26 pp
Implied moveBullish±$0.81
TiltBullish4.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.90 | 106.7% | 39.4% | 2.56 | 235.2% | 39.1% |
| 25Δ | 6.23 | 202.6% | 80.2% | 2.88 | 189.0% | 30.1% |
| 30Δ | 6.91 | 259.6% | 102.4% | 3.13 | 143.4% | 22.0% |
| 35Δ | 5.47 | 213.4% | 62.9% | 3.32 | 98.1% | 14.4% |
| 40Δ | 5.08 | 194.6% | 52.7% | 3.51 | 56.3% | 7.3% |
| 45Δ | 4.68 | 175.8% | 42.6% | 3.61 | 61.3% | 6.8% |
| 50Δ | 4.29 | 157.0% | 32.4% | 3.71 | 66.3% | 6.2% |
| 55Δ | 3.89 | 138.1% | 22.2% | 3.82 | 71.3% | 5.6% |
| 60Δ | 3.50 | 119.4% | 12.1% | 3.92 | 76.2% | 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 | 135.2% | 5.3% | 4.39 | 73.1% | 1.9% |
20Δ
- Pseudo strike
- 4.90
- IV
- 106.7%
- B/E move
- 39.4%
- Pseudo strike
- 2.56
- IV
- 235.2%
- B/E move
- 39.1%
25Δ
- Pseudo strike
- 6.23
- IV
- 202.6%
- B/E move
- 80.2%
- Pseudo strike
- 2.88
- IV
- 189.0%
- B/E move
- 30.1%
30Δ
- Pseudo strike
- 6.91
- IV
- 259.6%
- B/E move
- 102.4%
- Pseudo strike
- 3.13
- IV
- 143.4%
- B/E move
- 22.0%
35Δ
- Pseudo strike
- 5.47
- IV
- 213.4%
- B/E move
- 62.9%
- Pseudo strike
- 3.32
- IV
- 98.1%
- B/E move
- 14.4%
40Δ
- Pseudo strike
- 5.08
- IV
- 194.6%
- B/E move
- 52.7%
- Pseudo strike
- 3.51
- IV
- 56.3%
- B/E move
- 7.3%
45Δ
- Pseudo strike
- 4.68
- IV
- 175.8%
- B/E move
- 42.6%
- Pseudo strike
- 3.61
- IV
- 61.3%
- B/E move
- 6.8%
50Δ
- Pseudo strike
- 4.29
- IV
- 157.0%
- B/E move
- 32.4%
- Pseudo strike
- 3.71
- IV
- 66.3%
- B/E move
- 6.2%
55Δ
- Pseudo strike
- 3.89
- IV
- 138.1%
- B/E move
- 22.2%
- Pseudo strike
- 3.82
- IV
- 71.3%
- B/E move
- 5.6%
60Δ
- Pseudo strike
- 3.50
- IV
- 119.4%
- B/E move
- 12.1%
- Pseudo strike
- 3.92
- IV
- 76.2%
- B/E move
- 5.0%
65Δ
- Pseudo strike
- 3.35
- IV
- 119.2%
- B/E move
- 10.2%
- Pseudo strike
- 4.03
- IV
- 79.5%
- B/E move
- 4.4%
70Δ
- Pseudo strike
- 3.19
- IV
- 119.0%
- B/E move
- 8.2%
- Pseudo strike
- 4.15
- IV
- 77.4%
- B/E move
- 3.5%
75Δ
- Pseudo strike
- 3.04
- IV
- 118.9%
- B/E move
- 6.3%
- Pseudo strike
- 4.27
- IV
- 75.2%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 2.79
- IV
- 135.2%
- B/E move
- 5.3%
- Pseudo strike
- 4.39
- IV
- 73.1%
- B/E move
- 1.9%
Options history
Table
| Date | IV |
|---|---|
| 79.64% | |
| 97.96% |