Share price$5.41
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:04:50.288Z
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 · 2026-10-23T00:00:00.017256673Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.80 | 190.0% | 85.9% | 4.11 | 160.2% | 30.5% |
| 25Δ | 8.38 | 168.6% | 60.5% | 4.43 | 162.5% | 27.3% |
| 30Δ | 7.63 | 160.4% | 47.8% | 4.74 | 164.7% | 24.1% |
| 35Δ | 7.05 | 156.4% | 38.5% | 5.06 | 167.6% | 21.1% |
| 40Δ | 6.67 | 155.2% | 33.1% | 5.43 | 173.8% | 19.1% |
| 45Δ | 6.30 | 154.4% | 28.0% | 5.80 | 180.0% | 17.0% |
| 50Δ | 5.94 | 153.1% | 23.2% | 6.24 | 187.5% | 15.1% |
| 55Δ | 5.64 | 150.1% | 19.6% | 6.77 | 196.6% | 13.4% |
| 60Δ | 5.34 | 147.2% | 16.0% | 7.42 | 205.3% | 11.7% |
| 65Δ | 5.04 | 144.2% | 12.3% | 8.15 | 212.0% | 9.9% |
| 70Δ | 4.77 | 141.9% | 10.0% | 8.85 | 212.0% | 8.0% |
| 75Δ | 4.50 | 139.6% | 7.9% | 9.75 | 213.8% | 6.2% |
| 80Δ | 4.22 | 137.4% | 5.7% | 11.20 | 223.5% | 4.6% |
| Date | IV |
|---|---|
| 161.89% |