Share price$1.21
1D+4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:12:38.212Z
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 · 2026-10-22T21:10:49.54635048Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.00 | 334.9% | 42.1% | |||
| 30Δ | 1.10 | 314.0% | 37.2% | |||
| 35Δ | 1.20 | 293.0% | 32.3% | |||
| 40Δ | 1.30 | 272.0% | 27.5% | |||
| 45Δ | 1.39 | 251.1% | 22.6% | |||
| 50Δ | 1.49 | 230.1% | 17.7% | |||
| 55Δ | 1.70 | 243.7% | 15.7% | |||
| 60Δ | 4.80 | 682.5% | 337.8% | 1.92 | 259.9% | 13.8% |
| 65Δ | 1.98 | 513.3% | 104.8% | 2.17 | 264.9% | 11.8% |
| 70Δ | 1.48 | 415.6% | 63.4% | 2.44 | 264.1% | 9.6% |
| 75Δ | 2.71 | 263.3% | 7.4% | |||
| 80Δ | 2.97 | 262.5% | 5.2% | |||
No recorded observations