Share price$5.80
1D-11.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:12.155Z
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 · 2026-10-22T20:13:52.440390326Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.30 | 163.3% | 68.2% | |||
| 25Δ | 8.82 | 176.9% | 63.9% | 5.30 | 472.2% | 50.8% |
| 30Δ | 8.34 | 190.4% | 59.6% | 5.65 | 429.3% | 44.8% |
| 35Δ | 7.86 | 204.0% | 55.3% | 6.00 | 386.5% | 38.9% |
| 40Δ | 7.38 | 217.6% | 51.0% | 6.34 | 343.6% | 32.9% |
| 45Δ | 6.91 | 231.1% | 46.7% | 6.69 | 300.8% | 26.9% |
| 50Δ | 6.43 | 244.7% | 42.3% | 7.04 | 257.9% | 20.9% |
| 55Δ | 5.95 | 258.2% | 38.0% | 7.38 | 215.1% | 15.0% |
| 60Δ | 5.47 | 271.8% | 33.7% | |||
| 65Δ | 4.99 | 285.4% | 29.4% | |||
| 70Δ | 4.52 | 298.9% | 25.1% | |||
| 75Δ | 4.04 | 312.5% | 20.8% | |||
| 80Δ | 3.56 | 326.0% | 16.5% | |||
No recorded observations