Share price$0.40
1D-6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:47.379Z
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 · 2026-10-22T23:20:18.185876445Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.09 | 279.8% | 180.0% | |||
| 25Δ | 0.81 | 214.4% | 109.2% | |||
| 30Δ | 0.60 | 154.8% | 56.8% | |||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 0.91 | 259.6% | 15.9% | |||
| 60Δ | 1.33 | 280.1% | 13.6% | |||
| 65Δ | 1.74 | 300.6% | 11.4% | |||
| 70Δ | 2.16 | 321.1% | 9.1% | |||
| 75Δ | 2.58 | 341.7% | 6.9% | |||
| 80Δ | 2.99 | 362.2% | 4.7% | |||
No recorded observations