Share price$3.68
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:28:00.438Z
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 · 2026-10-22T23:27:31.524523878Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.94 | 199.2% | 93.4% | 2.68 | 190.4% | 35.5% |
| 25Δ | 6.35 | 199.3% | 79.0% | 2.97 | 187.3% | 30.0% |
| 30Δ | 5.86 | 201.6% | 67.5% | 3.21 | 185.2% | 26.6% |
| 35Δ | 5.50 | 207.1% | 60.0% | 3.45 | 183.1% | 23.5% |
| 40Δ | 5.15 | 212.7% | 52.6% | 3.70 | 181.1% | 20.4% |
| 45Δ | 4.77 | 208.3% | 44.1% | 3.94 | 179.1% | 17.3% |
| 50Δ | 4.36 | 196.7% | 34.6% | 4.18 | 175.9% | 14.8% |
| 55Δ | 3.97 | 187.8% | 26.0% | 4.43 | 172.2% | 12.7% |
| 60Δ | 3.71 | 198.2% | 23.1% | 4.68 | 168.5% | 10.5% |
| 65Δ | 3.46 | 208.6% | 20.1% | 4.92 | 164.8% | 8.3% |
| 70Δ | 3.20 | 219.0% | 17.2% | 5.34 | 168.3% | 6.7% |
| 75Δ | 2.93 | 230.5% | 14.2% | 5.85 | 175.2% | 5.3% |
| 80Δ | 2.58 | 246.2% | 11.4% | 6.37 | 175.4% | 3.9% |
| Date | IV |
|---|---|
| 166.02% | |
| 169.79% |