Share price$2.26
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:59:23.206Z
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 · 2026-10-23T00:00:00.091909549Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 3.07 | 209.7% | 55.4% | |||
| 55Δ | 4.07 | 342.6% | 114.0% | 2.69 | 143.1% | 10.7% |
| 60Δ | 5.07 | 475.5% | 172.7% | 2.99 | 146.1% | 9.3% |
| 65Δ | 6.06 | 608.4% | 231.4% | 3.30 | 149.0% | 8.0% |
| 70Δ | 7.06 | 741.3% | 290.0% | 3.60 | 151.9% | 6.6% |
| 75Δ | 3.91 | 154.9% | 5.3% | |||
| 80Δ | 4.21 | 157.8% | 3.9% | |||
No recorded observations