Share price$4.43
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:59:16.922Z
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 · 2026-10-22T23:36:46.229439766Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.90 | 184.8% | 82.9% | 3.29 | 169.2% | 32.5% |
| 25Δ | 6.95 | 172.4% | 62.6% | 3.58 | 158.6% | 27.6% |
| 30Δ | 6.43 | 169.2% | 52.5% | 3.87 | 148.0% | 22.6% |
| 35Δ | 5.95 | 166.0% | 42.9% | 4.14 | 145.1% | 19.3% |
| 40Δ | 5.59 | 162.5% | 36.4% | 4.40 | 148.3% | 17.3% |
| 45Δ | 5.23 | 159.1% | 30.0% | 4.65 | 151.5% | 15.3% |
| 50Δ | 4.91 | 155.8% | 24.5% | 4.90 | 154.7% | 13.3% |
| 55Δ | 4.65 | 152.7% | 20.7% | 5.14 | 152.5% | 11.4% |
| 60Δ | 4.40 | 149.7% | 17.0% | 5.38 | 146.8% | 9.6% |
| 65Δ | 4.14 | 146.7% | 13.3% | 5.61 | 141.1% | 7.7% |
| 70Δ | 3.88 | 146.3% | 10.3% | 5.84 | 135.5% | 5.9% |
| 75Δ | 3.62 | 149.2% | 8.4% | 6.17 | 132.8% | 4.3% |
| 80Δ | 3.36 | 152.2% | 6.5% | 6.67 | 136.5% | 3.1% |
| Date | IV |
|---|---|
| 128.93% | |
| 131.93% |