Share price$5.85
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:40:17.176Z
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 · 2026-10-22T21:08:59.945546764Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.66 | 121.8% | 24.1% | |||
| 25Δ | 9.78 | 190.5% | 73.4% | 5.15 | 87.0% | 17.1% |
| 30Δ | 7.33 | 108.0% | 30.5% | 5.38 | 88.3% | 15.7% |
| 35Δ | 7.11 | 104.5% | 27.8% | 5.60 | 89.6% | 14.3% |
| 40Δ | 6.88 | 101.0% | 25.0% | 5.83 | 90.9% | 13.0% |
| 45Δ | 6.65 | 97.5% | 22.3% | 6.06 | 92.2% | 11.6% |
| 50Δ | 6.42 | 94.0% | 19.6% | 6.29 | 93.5% | 10.2% |
| 55Δ | 6.20 | 90.5% | 16.9% | 6.52 | 94.8% | 8.9% |
| 60Δ | 5.97 | 87.0% | 14.2% | 6.74 | 96.1% | 7.5% |
| 65Δ | 5.74 | 83.5% | 11.4% | 6.97 | 97.4% | 6.2% |
| 70Δ | 5.51 | 80.0% | 8.7% | 7.20 | 98.7% | 4.8% |
| 75Δ | 5.29 | 76.5% | 6.0% | 7.43 | 100.0% | 3.4% |
| 80Δ | 5.06 | 73.0% | 3.3% | 8.35 | 115.3% | 2.6% |
No recorded observations