Share price$3.09
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:33:58.955Z
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 · 2026-10-22T23:00:00.003219354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.67 | 199.9% | 29.1% | |||
| 35Δ | 5.59 | 266.2% | 92.9% | 2.86 | 192.7% | 26.8% |
| 40Δ | 4.80 | 234.0% | 68.3% | 3.05 | 185.6% | 24.5% |
| 45Δ | 4.54 | 217.6% | 60.7% | 3.24 | 178.4% | 22.1% |
| 50Δ | 4.27 | 201.2% | 53.2% | 3.43 | 171.2% | 19.8% |
| 55Δ | 4.01 | 184.9% | 45.7% | 3.62 | 164.0% | 17.5% |
| 60Δ | 3.74 | 168.5% | 38.1% | 3.81 | 156.9% | 15.2% |
| 65Δ | 3.48 | 152.1% | 30.6% | 3.99 | 149.7% | 12.9% |
| 70Δ | 3.21 | 135.8% | 23.1% | 4.18 | 142.5% | 10.5% |
| 75Δ | 2.95 | 119.4% | 15.5% | 4.37 | 135.4% | 8.2% |
| 80Δ | 2.68 | 103.0% | 8.0% | 4.56 | 128.2% | 5.9% |
No recorded observations