Share price$1.27
1D-11.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:44.369Z
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 · 2026-10-21T21:04:32.399829294Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.17 | 148.1% | 74.6% | |||
| 25Δ | 1.99 | 141.3% | 61.5% | 1.01 | 229.3% | 34.5% |
| 30Δ | 1.81 | 134.5% | 48.4% | 1.07 | 214.1% | 30.9% |
| 35Δ | 1.63 | 127.7% | 35.4% | 1.13 | 198.8% | 27.4% |
| 40Δ | 2.28 | 279.4% | 94.5% | 1.19 | 183.6% | 23.8% |
| 45Δ | 3.83 | 445.0% | 224.9% | 1.25 | 168.3% | 20.2% |
| 50Δ | 5.39 | 593.7% | 355.5% | 1.31 | 153.0% | 16.6% |
| 55Δ | 6.98 | 690.5% | 486.8% | 1.37 | 137.8% | 13.1% |
| 60Δ | 6.35 | 636.4% | 439.0% | 1.43 | 122.5% | 9.5% |
| 65Δ | 4.65 | 508.8% | 303.7% | 1.49 | 107.2% | 5.9% |
| 70Δ | 2.94 | 381.1% | 168.4% | 1.61 | 109.7% | 4.7% |
| 75Δ | 1.24 | 253.5% | 33.1% | 1.73 | 114.3% | 3.7% |
| 80Δ | 0.87 | 283.6% | 12.6% | 1.85 | 119.0% | 2.8% |
No recorded observations