Share price$3.17
1D+2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:33.006Z
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 · 2026-10-22T14:49:24.373719097Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.18 | 433.9% | 48.5% | |||
| 25Δ | 4.06 | 108.5% | 32.6% | 2.46 | 306.9% | 35.2% |
| 30Δ | 4.22 | 145.8% | 40.5% | 2.74 | 179.9% | 21.9% |
| 35Δ | 4.39 | 183.0% | 48.4% | 3.01 | 65.8% | 9.9% |
| 40Δ | 4.41 | 206.1% | 51.7% | 3.09 | 67.6% | 8.9% |
| 45Δ | 4.11 | 195.3% | 43.8% | 3.18 | 69.4% | 8.0% |
| 50Δ | 3.81 | 184.6% | 36.0% | 3.27 | 71.2% | 7.0% |
| 55Δ | 3.52 | 173.9% | 28.1% | 3.35 | 73.0% | 6.1% |
| 60Δ | 3.22 | 163.1% | 20.2% | 3.44 | 74.8% | 5.1% |
| 65Δ | 2.93 | 157.5% | 14.0% | 3.96 | 101.4% | 4.8% |
| 70Δ | 2.69 | 165.2% | 11.9% | 5.57 | 190.5% | 6.3% |
| 75Δ | 2.45 | 172.9% | 9.9% | |||
| 80Δ | 2.20 | 180.6% | 7.8% | |||
| Date | IV |
|---|---|
| 186.84% | |
| 194.14% |