Share price$3.07
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:49:51.640Z
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 · 2026-10-23T20:49:41.967799438Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.17 | 209.2% | 37.3% | |||
| 25Δ | 5.30 | 194.9% | 78.6% | 2.37 | 184.9% | 31.4% |
| 30Δ | 3.86 | 111.7% | 30.8% | 2.57 | 160.5% | 25.4% |
| 35Δ | 3.71 | 109.7% | 27.2% | 2.78 | 136.1% | 19.5% |
| 40Δ | 3.56 | 107.6% | 23.7% | 2.98 | 111.7% | 13.5% |
| 45Δ | 3.42 | 105.6% | 20.1% | 3.20 | 120.7% | 12.1% |
| 50Δ | 3.27 | 103.6% | 16.5% | 3.42 | 133.3% | 11.2% |
| 55Δ | 3.12 | 101.5% | 12.9% | 3.64 | 146.0% | 10.3% |
| 60Δ | 3.86 | 158.6% | 9.4% | |||
| 65Δ | 4.28 | 179.7% | 8.6% | |||
| 70Δ | 5.02 | 214.1% | 8.0% | |||
| 75Δ | 5.55 | 215.4% | 6.2% | |||
| 80Δ | 6.11 | 215.9% | 4.5% | |||
| Date | IV |
|---|---|
| 153.46% | |
| 155.10% |