Share price$2.76
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:54:23.376Z
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 · 2026-10-21T23:29:47.785972068Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.64 | 95.8% | 14.4% | |||
| 35Δ | 3.15 | 151.5% | 15.8% | |||
| 40Δ | 3.66 | 207.2% | 17.3% | |||
| 45Δ | 4.16 | 263.0% | 18.8% | |||
| 50Δ | 6.53 | 409.8% | 161.3% | 4.67 | 318.7% | 20.2% |
| 55Δ | 5.40 | 350.8% | 120.8% | 5.48 | 363.6% | 20.3% |
| 60Δ | 4.27 | 291.9% | 80.2% | 6.87 | 387.9% | 17.8% |
| 65Δ | 3.14 | 232.9% | 39.7% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations