Share price$1.75
1D-9.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T03:55:37.522Z
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 · 2026-10-22T00:00:01.821606689Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T03:53:57.727941+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.12 | 283.5% | 47.1% | |||
| 25Δ | 1.22 | 261.8% | 42.3% | |||
| 30Δ | 3.69 | 277.1% | 121.3% | 1.33 | 240.0% | 37.5% |
| 35Δ | 2.91 | 236.6% | 77.6% | 1.43 | 218.3% | 32.7% |
| 40Δ | 2.39 | 177.1% | 47.3% | 1.53 | 196.6% | 27.9% |
| 45Δ | 1.63 | 174.9% | 23.1% | |||
| 50Δ | 1.73 | 153.1% | 18.2% | |||
| 55Δ | 1.84 | 131.4% | 13.4% | |||
| 60Δ | 1.94 | 109.7% | 8.6% | |||
| 65Δ | 2.48 | 164.6% | 7.8% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations