Share price$3.05
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:33.061Z
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 · 2026-10-22T23:00:00.001410495Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.88 | 85.8% | 29.9% | 2.36 | 137.3% | 27.6% |
| 25Δ | 3.76 | 89.1% | 26.9% | 2.58 | 114.1% | 21.1% |
| 30Δ | 3.64 | 92.3% | 24.0% | 2.70 | 109.1% | 18.3% |
| 35Δ | 3.52 | 95.5% | 21.0% | 2.83 | 104.0% | 15.4% |
| 40Δ | 3.41 | 94.4% | 18.4% | 2.96 | 98.9% | 12.5% |
| 45Δ | 3.29 | 92.3% | 15.8% | 3.09 | 100.3% | 10.7% |
| 50Δ | 3.18 | 90.2% | 13.2% | 3.23 | 105.1% | 9.6% |
| 55Δ | 3.07 | 88.2% | 10.6% | 3.36 | 109.9% | 8.5% |
| 60Δ | 2.96 | 86.5% | 8.5% | 3.50 | 114.7% | 7.4% |
| 65Δ | 2.86 | 85.6% | 7.2% | 3.72 | 120.0% | 6.3% |
| 70Δ | 2.77 | 84.7% | 6.0% | 3.93 | 125.3% | 5.3% |
| 75Δ | 2.67 | 83.8% | 4.7% | 4.33 | 139.7% | 4.4% |
| 80Δ | 2.57 | 82.9% | 3.4% | 4.89 | 155.9% | 3.5% |
| Date | IV |
|---|---|
| 87.61% | |
| 90.24% |