Share price$4.45
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:44.998Z
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 · 2026-10-22T20:52:05.275963719Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.90 | 183.4% | 82.1% | 3.30 | 169.7% | 32.6% |
| 25Δ | 6.95 | 170.9% | 61.9% | 3.60 | 159.1% | 27.6% |
| 30Δ | 6.44 | 167.6% | 51.9% | 3.89 | 148.6% | 22.6% |
| 35Δ | 5.95 | 164.3% | 42.4% | 4.16 | 146.9% | 19.5% |
| 40Δ | 5.59 | 160.8% | 36.0% | 4.42 | 150.4% | 17.5% |
| 45Δ | 5.24 | 157.3% | 29.6% | 4.68 | 153.8% | 15.5% |
| 50Δ | 4.92 | 153.9% | 24.1% | 4.93 | 157.2% | 13.4% |
| 55Δ | 4.67 | 150.6% | 20.4% | 5.18 | 153.9% | 11.5% |
| 60Δ | 4.41 | 147.3% | 16.7% | 5.42 | 148.4% | 9.6% |
| 65Δ | 4.16 | 144.1% | 13.0% | 5.66 | 143.0% | 7.7% |
| 70Δ | 3.91 | 142.6% | 10.0% | 5.90 | 137.5% | 5.8% |
| 75Δ | 3.65 | 144.5% | 8.1% | 6.30 | 137.7% | 4.4% |
| 80Δ | 3.39 | 146.4% | 6.2% | 6.82 | 142.2% | 3.2% |
| Date | IV |
|---|---|
| 128.93% | |
| 131.93% |