Share price$5.50
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:31.305Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-21T20:26:41.707366321Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.65 | 402.6% | 57.6% | |||
| 25Δ | 5.14 | 326.7% | 49.4% | |||
| 30Δ | 5.45 | 300.9% | 44.1% | |||
| 35Δ | 7.83 | 140.9% | 53.5% | 5.76 | 275.1% | 38.9% |
| 40Δ | 8.23 | 181.7% | 65.8% | 6.07 | 249.4% | 33.6% |
| 45Δ | 8.62 | 222.4% | 78.1% | 6.37 | 223.6% | 28.3% |
| 50Δ | 9.02 | 263.2% | 90.4% | 6.68 | 197.8% | 23.1% |
| 55Δ | 9.42 | 303.9% | 102.8% | 6.99 | 172.0% | 17.8% |
| 60Δ | 9.81 | 344.7% | 115.1% | 7.30 | 146.2% | 12.6% |
| 65Δ | 8.01 | 136.5% | 8.7% | |||
| 70Δ | 9.51 | 158.0% | 7.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations