Share price$0.42
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:54.888Z
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 · 2026-10-22T21:13:20.403437739Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.00 | 253.5% | 142.3% | |||
| 25Δ | 0.83 | 202.7% | 101.5% | |||
| 30Δ | 0.66 | 151.9% | 60.9% | |||
| 35Δ | ||||||
| 40Δ | 2.16 | 740.5% | 43.1% | |||
| 45Δ | 2.36 | 709.7% | 38.2% | |||
| 50Δ | 2.57 | 678.9% | 33.4% | |||
| 55Δ | 2.77 | 648.1% | 28.6% | |||
| 60Δ | 2.98 | 617.3% | 23.7% | |||
| 65Δ | 0.78 | 163.1% | 7.5% | |||
| 70Δ | 1.24 | 179.6% | 5.5% | |||
| 75Δ | 2.07 | 263.3% | 5.5% | |||
| 80Δ | 2.91 | 346.9% | 5.5% | |||
No recorded observations