Share price$0.83
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:20.487Z
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 · 2026-10-21T22:54:54.124051553Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 1.92 | 308.6% | 145.3% | |||
| 40Δ | 7.11 | 642.6% | 779.8% | |||
| 45Δ | 11.10 | 749.3% | 1270.9% | |||
| 50Δ | 11.19 | 800.0% | 1286.9% | |||
| 55Δ | 8.02 | 792.3% | 904.1% | |||
| 60Δ | 4.47 | 663.3% | 478.2% | 1.07 | 163.2% | 9.7% |
| 65Δ | 3.75 | 581.1% | 391.8% | 1.32 | 213.4% | 9.7% |
| 70Δ | 3.02 | 498.9% | 305.5% | 1.95 | 265.5% | 9.1% |
| 75Δ | 2.30 | 416.8% | 219.1% | 3.36 | 321.7% | 7.2% |
| 80Δ | 1.57 | 334.6% | 132.8% | 4.76 | 377.9% | 5.3% |
No recorded observations