Share price$0.93
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:46.648Z
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 · 2026-10-22T14:46:17.254852554Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.94 | 711.0% | 69.0% | |||
| 25Δ | 1.13 | 674.0% | 62.8% | |||
| 30Δ | 1.31 | 636.9% | 56.6% | |||
| 35Δ | 1.91 | 270.2% | 118.3% | 1.50 | 599.9% | 50.4% |
| 40Δ | 4.24 | 502.0% | 377.4% | 1.68 | 562.9% | 44.2% |
| 45Δ | 4.59 | 570.7% | 421.0% | 1.86 | 525.8% | 38.0% |
| 50Δ | 3.99 | 560.2% | 360.3% | 2.05 | 488.8% | 31.8% |
| 55Δ | 3.39 | 549.8% | 299.5% | 2.23 | 451.8% | 25.6% |
| 60Δ | 2.79 | 539.3% | 238.7% | 2.42 | 414.7% | 19.4% |
| 65Δ | 2.18 | 528.9% | 178.0% | 2.99 | 406.8% | 15.1% |
| 70Δ | 1.58 | 518.4% | 117.2% | 3.88 | 422.4% | 12.2% |
| 75Δ | 4.77 | 438.0% | 9.3% | |||
| 80Δ | ||||||
No recorded observations