Share price$3.06
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:13:15.821Z
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 · 2026-10-23T23:12:38.38265861Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.73 | 70.4% | 24.0% | 2.15 | 271.4% | 42.1% |
| 25Δ | 3.60 | 71.2% | 20.4% | 2.45 | 215.3% | 32.3% |
| 30Δ | 3.48 | 72.6% | 17.2% | 2.63 | 169.3% | 24.7% |
| 35Δ | 3.40 | 76.3% | 15.9% | 2.80 | 125.4% | 17.6% |
| 40Δ | 3.31 | 79.9% | 14.5% | 2.96 | 81.5% | 10.4% |
| 45Δ | 3.23 | 83.6% | 13.1% | 3.91 | 286.4% | 22.7% |
| 50Δ | 3.15 | 87.3% | 11.8% | 3.86 | 251.6% | 19.1% |
| 55Δ | 3.06 | 90.9% | 10.4% | 3.71 | 190.7% | 13.8% |
| 60Δ | 5.38 | 468.8% | 110.2% | 3.56 | 129.9% | 8.4% |
| 65Δ | 4.59 | 373.5% | 81.3% | 4.53 | 208.6% | 9.8% |
| 70Δ | 3.80 | 278.2% | 52.5% | 4.67 | 193.0% | 7.8% |
| 75Δ | 3.00 | 183.0% | 23.7% | 4.80 | 177.3% | 5.8% |
| 80Δ | 2.36 | 150.2% | 5.8% | 4.94 | 161.7% | 3.8% |
| Date | IV |
|---|---|
| 186.84% | |
| 194.14% | |
| 159.20% |