Share price$4.05
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:58:03.043Z
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 · 2026-10-21T21:38:09.113987385Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.14 | 124.4% | 55.2% | 2.55 | 275.0% | 45.7% |
| 25Δ | 9.29 | 266.0% | 137.5% | 2.86 | 229.9% | 37.5% |
| 30Δ | 9.25 | 271.3% | 137.9% | 3.18 | 184.8% | 29.3% |
| 35Δ | 8.29 | 236.5% | 114.1% | 3.50 | 139.7% | 21.1% |
| 40Δ | 7.33 | 201.7% | 90.4% | 3.81 | 94.5% | 12.9% |
| 45Δ | 6.36 | 166.8% | 66.7% | 4.35 | 103.2% | 9.6% |
| 50Δ | 5.40 | 132.0% | 43.0% | 5.21 | 191.2% | 13.6% |
| 55Δ | 4.43 | 97.2% | 19.3% | |||
| 60Δ | 3.89 | 90.7% | 8.4% | |||
| 65Δ | 3.68 | 107.2% | 7.8% | |||
| 70Δ | 3.47 | 123.8% | 7.3% | |||
| 75Δ | 3.26 | 140.3% | 6.8% | |||
| 80Δ | 3.06 | 156.8% | 6.3% | |||
No recorded observations