Share price$2.77
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:56.601Z
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 · 2026-10-22T20:00:01.36742503Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 5.87 | 309.3% | 125.5% | 2.67 | 243.2% | 29.3% |
| 40Δ | 4.72 | 265.9% | 84.8% | 2.86 | 232.2% | 26.9% |
| 45Δ | 4.32 | 243.9% | 71.6% | 3.05 | 221.3% | 24.5% |
| 50Δ | 3.92 | 222.0% | 58.3% | 3.24 | 210.4% | 22.0% |
| 55Δ | 3.53 | 200.0% | 45.1% | 3.43 | 199.4% | 19.6% |
| 60Δ | 3.13 | 178.1% | 31.8% | 3.62 | 188.5% | 17.2% |
| 65Δ | 2.73 | 156.1% | 18.6% | 3.82 | 177.6% | 14.8% |
| 70Δ | 4.01 | 166.6% | 12.4% | |||
| 75Δ | 4.20 | 155.7% | 9.9% | |||
| 80Δ | 4.39 | 144.8% | 7.5% | |||
| Date | IV |
|---|---|
| 197.14% |