Share price$2.81
1D-11.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:04:56.681Z
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 · 2026-10-23T00:00:01.500743071Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.00 | 252.5% | 40.5% | |||
| 25Δ | 2.21 | 238.5% | 35.8% | |||
| 30Δ | 16.71 | 512.7% | 509.8% | 2.41 | 225.6% | 31.2% |
| 35Δ | 7.84 | 388.4% | 194.5% | 2.62 | 212.8% | 26.6% |
| 40Δ | 4.53 | 265.0% | 76.0% | 2.83 | 199.9% | 21.9% |
| 45Δ | 3.95 | 249.1% | 57.1% | 3.04 | 188.8% | 17.8% |
| 50Δ | 3.68 | 243.5% | 50.4% | 3.25 | 185.7% | 15.5% |
| 55Δ | 3.41 | 237.9% | 43.6% | 3.45 | 182.7% | 13.3% |
| 60Δ | 3.14 | 232.4% | 36.9% | 3.66 | 179.6% | 11.1% |
| 65Δ | 2.87 | 226.8% | 30.2% | 3.87 | 176.5% | 8.9% |
| 70Δ | 2.60 | 221.2% | 23.4% | 4.11 | 173.0% | 6.9% |
| 75Δ | 2.33 | 215.6% | 16.7% | 4.40 | 168.6% | 5.4% |
| 80Δ | 2.06 | 210.1% | 10.0% | 4.68 | 164.3% | 3.8% |
| Date | IV |
|---|---|
| 227.95% |