Share price$1.12
1D+0.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T04:22:56.328Z
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 · 2026-10-21T23:26:07.478270118Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.79 | 398.5% | 51.2% | |||
| 25Δ | 0.90 | 246.9% | 33.6% | |||
| 30Δ | 1.01 | 108.1% | 17.3% | |||
| 35Δ | 1.08 | 116.7% | 16.0% | |||
| 40Δ | 1.15 | 125.3% | 14.8% | |||
| 45Δ | 1.22 | 133.9% | 13.5% | |||
| 50Δ | 1.29 | 142.5% | 12.2% | |||
| 55Δ | 6.04 | 685.3% | 476.8% | 1.36 | 151.1% | 10.9% |
| 60Δ | 6.87 | 706.8% | 553.7% | 1.43 | 159.7% | 9.7% |
| 65Δ | 3.67 | 392.6% | 257.2% | 1.59 | 184.0% | 8.9% |
| 70Δ | 0.98 | 133.6% | 9.2% | 3.12 | 333.2% | 10.7% |
| 75Δ | 0.88 | 155.9% | 7.8% | |||
| 80Δ | 0.78 | 178.1% | 6.4% | |||
No recorded observations