Share price$2.68
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:45.695Z
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 · 2026-10-21T21:59:14.199857115Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.89 | 167.3% | 162.6% | |||
| 25Δ | 6.40 | 158.9% | 145.8% | |||
| 30Δ | 5.92 | 150.5% | 129.0% | |||
| 35Δ | 5.43 | 142.0% | 112.2% | 2.54 | 70.8% | 13.9% |
| 40Δ | 4.95 | 133.6% | 95.5% | 2.74 | 71.6% | 12.7% |
| 45Δ | 4.46 | 125.2% | 78.7% | 2.94 | 72.3% | 11.5% |
| 50Δ | 3.98 | 116.8% | 61.9% | 3.14 | 73.0% | 10.3% |
| 55Δ | 3.49 | 108.3% | 45.2% | 3.34 | 73.7% | 9.2% |
| 60Δ | 3.00 | 99.9% | 28.4% | 3.54 | 74.5% | 8.0% |
| 65Δ | 2.52 | 91.5% | 11.6% | 3.74 | 75.2% | 6.8% |
| 70Δ | 3.94 | 75.9% | 5.6% | |||
| 75Δ | 4.14 | 76.7% | 4.4% | |||
| 80Δ | 4.34 | 77.4% | 3.2% | |||
No recorded observations