Share price$4.75
1D+9.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:23:56.292Z
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 · 2026-10-22T00:00:00.470251785Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.96 | 166.4% | 71.9% | 3.55 | 167.9% | 32.5% |
| 25Δ | 7.41 | 167.3% | 61.7% | 3.86 | 169.4% | 28.2% |
| 30Δ | 6.90 | 169.3% | 52.7% | 4.15 | 168.9% | 24.7% |
| 35Δ | 6.54 | 174.4% | 46.9% | 4.43 | 166.5% | 21.8% |
| 40Δ | 6.17 | 179.5% | 41.1% | 4.71 | 164.2% | 18.8% |
| 45Δ | 5.81 | 182.0% | 35.7% | 4.99 | 161.9% | 15.9% |
| 50Δ | 5.46 | 182.2% | 30.4% | 5.41 | 171.4% | 14.3% |
| 55Δ | 5.11 | 182.4% | 25.2% | 5.82 | 181.3% | 12.8% |
| 60Δ | 4.78 | 185.3% | 21.4% | 6.26 | 185.1% | 11.0% |
| 65Δ | 4.46 | 189.4% | 18.0% | 6.72 | 184.4% | 9.1% |
| 70Δ | 4.15 | 193.4% | 14.7% | 7.18 | 182.1% | 7.2% |
| 75Δ | 3.83 | 192.6% | 11.6% | 7.65 | 177.4% | 5.5% |
| 80Δ | 3.50 | 187.6% | 8.7% | 8.16 | 171.3% | 3.9% |
No recorded observations