Share price$1.21
1D-4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:18.252Z
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 · 2026-10-22T20:44:43.254786351Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.35 | 196.1% | 98.9% | 0.85 | 213.2% | 39.3% |
| 25Δ | 2.10 | 180.1% | 79.3% | 0.96 | 201.6% | 32.0% |
| 30Δ | 1.85 | 164.0% | 59.7% | |||
| 35Δ | 1.60 | 147.9% | 40.1% | |||
| 40Δ | 3.08 | 278.9% | 168.8% | |||
| 45Δ | 5.72 | 508.7% | 397.1% | |||
| 50Δ | 5.02 | 598.5% | 346.3% | |||
| 55Δ | 4.16 | 511.0% | 274.0% | |||
| 60Δ | 3.31 | 423.8% | 203.5% | |||
| 65Δ | 2.46 | 336.6% | 133.1% | |||
| 70Δ | 1.61 | 249.4% | 62.6% | |||
| 75Δ | 0.97 | 187.7% | 10.9% | |||
| 80Δ | 0.86 | 193.1% | 8.7% | |||
No recorded observations