Share price$5.02
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:52.215Z
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 · 2026-10-21T23:45:06.540270843Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.54 | 120.0% | 53.1% | 4.11 | 101.1% | 22.0% |
| 25Δ | 6.42 | 94.3% | 31.3% | 4.30 | 101.1% | 19.7% |
| 30Δ | 5.89 | 84.2% | 21.5% | 4.49 | 101.1% | 17.4% |
| 35Δ | 5.72 | 83.7% | 19.1% | 4.68 | 101.2% | 15.2% |
| 40Δ | 5.55 | 83.1% | 16.7% | 4.87 | 101.2% | 12.9% |
| 45Δ | 5.37 | 82.6% | 14.3% | 5.06 | 100.7% | 10.9% |
| 50Δ | 5.20 | 82.0% | 11.9% | 5.24 | 99.1% | 9.5% |
| 55Δ | 5.03 | 81.5% | 9.4% | 5.43 | 97.6% | 8.2% |
| 60Δ | 4.89 | 78.3% | 8.1% | 5.61 | 96.0% | 6.8% |
| 65Δ | 4.76 | 74.7% | 7.1% | 5.80 | 94.4% | 5.4% |
| 70Δ | 4.64 | 71.0% | 6.0% | 5.98 | 92.8% | 4.0% |
| 75Δ | 4.51 | 67.3% | 4.9% | 6.30 | 94.2% | 3.1% |
| 80Δ | 4.38 | 63.7% | 3.8% | 6.63 | 95.9% | 2.3% |
No recorded observations