Share price$4.16
1D-2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:40:07.455Z
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 · 2026-10-21T23:36:16.760201635Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 5.10 | 414.5% | 38.3% | |||
| 40Δ | 7.70 | 318.7% | 102.5% | 5.30 | 389.5% | 35.1% |
| 45Δ | 8.03 | 381.6% | 116.2% | 5.51 | 364.4% | 31.8% |
| 50Δ | 8.35 | 444.5% | 129.9% | 5.72 | 339.4% | 28.5% |
| 55Δ | 8.68 | 507.4% | 143.7% | 5.92 | 314.4% | 25.3% |
| 60Δ | 9.00 | 570.3% | 157.4% | 6.13 | 289.4% | 22.0% |
| 65Δ | 9.33 | 633.2% | 171.1% | 6.33 | 264.4% | 18.7% |
| 70Δ | 9.66 | 696.0% | 184.8% | 6.54 | 239.3% | 15.5% |
| 75Δ | 9.98 | 758.9% | 198.6% | 6.75 | 214.3% | 12.2% |
| 80Δ | 6.42 | 616.2% | 114.4% | 6.95 | 189.3% | 8.9% |
No recorded observations