Share price$0.17
1D-3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:30:40.925Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-22T18:29:44.614957757Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 5.42 | 418.7% | 3039.0% | |||
| 30Δ | 1.41 | 286.8% | 725.9% | |||
| 35Δ | 0.77 | 259.2% | 360.7% | |||
| 40Δ | 1.44 | 350.6% | 751.2% | |||
| 45Δ | 1.95 | 428.7% | 1054.5% | |||
| 50Δ | 1.64 | 433.7% | 878.7% | |||
| 55Δ | 1.33 | 438.7% | 703.0% | |||
| 60Δ | 1.01 | 443.7% | 527.2% | |||
| 65Δ | 1.69 | 510.0% | 921.3% | 3.80 | 439.1% | 0.9% |
| 70Δ | 2.40 | 579.2% | 1341.1% | 3.07 | 396.4% | 0.9% |
| 75Δ | 3.12 | 648.3% | 1761.0% | 2.35 | 352.2% | 0.9% |
| 80Δ | 3.84 | 717.4% | 2180.8% | 1.71 | 299.7% | 0.9% |
No recorded observations