Share price$1.31
1D-4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:24.092Z
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 · 2026-10-22T22:14:25.952057343Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.97 | 587.1% | 60.2% | |||
| 25Δ | 3.67 | 652.4% | 57.2% | |||
| 30Δ | 5.37 | 717.8% | 54.2% | |||
| 35Δ | 7.06 | 783.2% | 51.2% | |||
| 40Δ | 4.13 | 580.4% | 37.6% | |||
| 45Δ | 1.52 | 242.3% | 21.3% | |||
| 50Δ | 4.44 | 521.4% | 266.8% | 1.63 | 233.2% | 18.4% |
| 55Δ | 3.06 | 418.4% | 161.9% | 1.73 | 224.0% | 15.6% |
| 60Δ | 1.68 | 315.5% | 56.9% | 1.84 | 214.9% | 12.8% |
| 65Δ | 2.14 | 452.7% | 101.0% | 1.95 | 205.8% | 10.0% |
| 70Δ | 1.67 | 369.8% | 65.3% | 2.34 | 235.0% | 8.6% |
| 75Δ | 1.20 | 287.0% | 29.5% | |||
| 80Δ | 0.91 | 278.6% | 12.9% | |||
No recorded observations