Share price$3.48
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:25:59.020Z
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 · 2026-10-21T23:54:41.293485633Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.27 | 177.0% | 84.6% | 2.59 | 186.4% | 32.6% |
| 25Δ | 8.92 | 273.4% | 164.6% | 3.03 | 93.2% | 17.8% |
| 30Δ | 5.36 | 185.2% | 61.7% | 3.15 | 94.3% | 16.2% |
| 35Δ | 4.19 | 109.2% | 26.5% | 3.28 | 95.4% | 14.7% |
| 40Δ | 3.89 | 96.5% | 18.7% | 3.41 | 96.5% | 13.1% |
| 45Δ | 3.76 | 96.3% | 16.3% | 3.54 | 97.5% | 11.5% |
| 50Δ | 3.63 | 96.0% | 13.8% | 3.67 | 98.6% | 10.0% |
| 55Δ | 3.50 | 95.8% | 11.4% | 3.79 | 99.7% | 8.4% |
| 60Δ | 3.36 | 102.7% | 10.2% | 3.92 | 100.8% | 6.8% |
| 65Δ | 3.22 | 109.7% | 9.0% | 4.07 | 101.6% | 5.5% |
| 70Δ | 3.09 | 116.8% | 7.8% | 4.25 | 102.1% | 4.4% |
| 75Δ | 2.92 | 122.9% | 6.5% | 4.43 | 102.5% | 3.4% |
| 80Δ | 2.73 | 127.7% | 5.1% | 4.84 | 110.4% | 2.5% |
No recorded observations