Share price$2.88
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:47.283Z
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 · 2026-10-22T20:00:00.396134505Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 238.1% | 153.0% | |||
| 25Δ | 6.71 | 225.2% | 139.5% | |||
| 30Δ | 6.29 | 212.3% | 126.0% | 2.71 | 109.5% | 17.3% |
| 35Δ | 5.86 | 199.4% | 112.5% | 2.95 | 118.8% | 16.0% |
| 40Δ | 5.44 | 186.5% | 99.0% | 3.20 | 128.2% | 14.8% |
| 45Δ | 5.02 | 173.6% | 85.5% | 3.45 | 137.6% | 13.5% |
| 50Δ | 4.59 | 160.7% | 71.9% | 3.70 | 147.0% | 12.2% |
| 55Δ | 4.17 | 147.8% | 58.4% | 3.94 | 156.4% | 10.9% |
| 60Δ | 3.75 | 134.8% | 44.9% | 4.19 | 165.7% | 9.6% |
| 65Δ | 3.33 | 121.9% | 31.4% | 4.44 | 175.1% | 8.3% |
| 70Δ | 2.90 | 109.0% | 17.9% | 4.69 | 184.5% | 7.0% |
| 75Δ | 4.94 | 193.9% | 5.7% | |||
| 80Δ | ||||||
No recorded observations