Share price$0.40
1D-6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:26.748Z
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 · 2026-10-22T20:44:51.395408367Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.08 | 276.3% | 175.2% | |||
| 25Δ | 0.81 | 212.6% | 108.2% | |||
| 30Δ | 0.60 | 154.1% | 57.2% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 0.56 | 245.3% | 18.4% | |||
| 55Δ | 0.99 | 267.7% | 16.1% | |||
| 60Δ | 1.41 | 290.0% | 13.8% | |||
| 65Δ | 1.83 | 312.3% | 11.6% | |||
| 70Δ | 2.26 | 334.6% | 9.3% | |||
| 75Δ | 2.68 | 357.0% | 7.0% | |||
| 80Δ | 3.11 | 379.3% | 4.7% | |||
No recorded observations