Share price$3.09
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:33:10.018Z
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 · 2026-10-22T23:00:00.003180246Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.58 | 162.2% | 26.8% | |||
| 30Δ | 3.02 | 170.4% | 24.8% | |||
| 35Δ | 3.46 | 178.6% | 22.9% | |||
| 40Δ | 7.17 | 351.8% | 148.6% | 3.89 | 186.7% | 20.9% |
| 45Δ | 6.67 | 322.3% | 132.8% | 4.33 | 194.9% | 18.9% |
| 50Δ | 6.16 | 292.8% | 116.9% | 4.76 | 203.0% | 16.9% |
| 55Δ | 5.66 | 263.3% | 101.0% | 5.20 | 211.2% | 15.0% |
| 60Δ | 5.15 | 233.8% | 85.1% | 5.63 | 219.3% | 13.0% |
| 65Δ | 4.64 | 204.3% | 69.3% | 6.07 | 227.5% | 11.0% |
| 70Δ | 4.14 | 174.8% | 53.4% | 6.51 | 235.6% | 9.0% |
| 75Δ | 3.63 | 145.3% | 37.5% | 6.94 | 243.8% | 7.1% |
| 80Δ | 3.13 | 115.8% | 21.6% | 7.38 | 251.9% | 5.1% |
No recorded observations