Share price$5.23
1D-3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:18:23.738Z
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 · 2026-10-22T21:06:40.678319693Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.88 | 73.6% | 34.5% | 3.63 | 154.6% | 34.1% |
| 25Δ | 6.66 | 73.0% | 31.2% | 4.07 | 123.4% | 25.9% |
| 30Δ | 6.45 | 72.4% | 27.9% | 4.51 | 92.1% | 17.7% |
| 35Δ | 6.23 | 71.8% | 24.5% | 4.96 | 60.9% | 9.4% |
| 40Δ | 6.01 | 71.2% | 21.2% | |||
| 45Δ | 5.80 | 70.6% | 17.9% | |||
| 50Δ | 5.58 | 70.0% | 14.6% | |||
| 55Δ | 5.36 | 69.4% | 11.3% | |||
| 60Δ | 5.15 | 68.8% | 8.0% | |||
| 65Δ | 4.86 | 80.9% | 5.7% | |||
| 70Δ | 4.40 | 120.4% | 5.6% | |||
| 75Δ | 3.94 | 160.0% | 5.5% | |||
| 80Δ | 3.48 | 199.5% | 5.4% | |||
No recorded observations