Share price$4.06
1D+2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:43:17.020Z
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 · 2026-10-21T20:00:00.543812764Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.32 | 234.3% | 89.6% | |||
| 35Δ | 6.03 | 185.8% | 57.8% | |||
| 40Δ | 4.94 | 151.0% | 32.0% | |||
| 45Δ | 4.67 | 171.9% | 29.9% | |||
| 50Δ | 4.39 | 192.9% | 27.9% | |||
| 55Δ | 4.11 | 213.8% | 25.8% | |||
| 60Δ | 3.83 | 234.7% | 23.7% | |||
| 65Δ | 3.55 | 255.7% | 21.7% | |||
| 70Δ | 3.27 | 276.6% | 19.6% | |||
| 75Δ | 2.99 | 297.5% | 17.6% | |||
| 80Δ | 2.72 | 318.4% | 15.5% | |||
No recorded observations