Share price$0.43
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:31:51.178Z
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 · 2026-10-21T22:25:35.160347643Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.00 | 246.0% | 137.9% | |||
| 25Δ | 0.83 | 198.0% | 100.0% | |||
| 30Δ | 0.67 | 149.9% | 62.0% | |||
| 35Δ | 0.51 | 101.9% | 24.1% | |||
| 40Δ | 1.86 | 694.1% | 41.9% | |||
| 45Δ | 3.73 | 746.8% | 49.9% | |||
| 50Δ | 2.75 | 556.0% | 36.9% | |||
| 55Δ | 1.78 | 365.2% | 24.0% | |||
| 60Δ | 0.80 | 174.5% | 11.0% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations