Share price$3.78
1D-9.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:16:02.272Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30
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 · 2026-10-22T21:13:58.776299727Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.64 | 255.9% | 53.1% | 3.00 | 236.1% | 25.3% |
| 25Δ | 5.39 | 267.6% | 47.7% | 3.27 | 454.4% | 32.5% |
| 30Δ | 5.13 | 279.2% | 42.3% | 3.56 | 624.2% | 37.5% |
| 35Δ | 4.78 | 253.0% | 33.4% | 3.87 | 567.2% | 31.6% |
| 40Δ | 4.32 | 186.6% | 20.6% | 4.13 | 513.8% | 26.4% |
| 45Δ | 4.18 | 208.0% | 19.3% | 4.36 | 463.0% | 21.7% |
| 50Δ | 4.78 | 430.6% | 44.1% | 4.57 | 419.1% | 17.6% |
| 55Δ | 5.38 | 653.1% | 68.8% | 4.76 | 388.0% | 14.5% |
| 60Δ | 4.46 | 598.4% | 46.9% | 4.96 | 356.8% | 11.4% |
| 65Δ | 4.02 | 612.5% | 39.5% | 5.89 | 431.5% | 11.1% |
| 70Δ | 3.58 | 626.5% | 32.2% | 5.67 | 355.5% | 7.9% |
| 75Δ | 3.19 | 697.8% | 28.9% | |||
| 80Δ | 2.74 | 740.4% | 23.5% | |||
| Date | IV |
|---|---|
| 120.36% | |
| 117.54% |