Share price$5.21
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:13:52.555Z
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 · 2026-10-22T00:00:00.036865273Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.79 | 121.9% | 72.2% | 3.40 | 230.4% | 41.2% |
| 25Δ | 8.34 | 117.3% | 64.5% | 3.87 | 182.1% | 31.8% |
| 30Δ | 7.89 | 112.8% | 56.8% | 4.34 | 133.8% | 22.5% |
| 35Δ | 7.44 | 108.2% | 49.1% | 4.81 | 85.5% | 13.1% |
| 40Δ | 6.99 | 103.7% | 41.4% | 5.13 | 66.7% | 8.8% |
| 45Δ | 6.53 | 99.2% | 33.7% | 5.36 | 68.0% | 8.0% |
| 50Δ | 6.08 | 94.6% | 26.0% | 5.58 | 69.3% | 7.2% |
| 55Δ | 5.63 | 90.1% | 18.3% | 5.80 | 70.6% | 6.4% |
| 60Δ | 5.18 | 85.6% | 10.6% | 6.03 | 71.9% | 5.6% |
| 65Δ | 6.25 | 73.2% | 4.8% | |||
| 70Δ | 6.47 | 74.5% | 3.9% | |||
| 75Δ | 6.69 | 75.8% | 3.1% | |||
| 80Δ | 6.92 | 77.1% | 2.3% | |||
No recorded observations