Share price$2.25
1D-3.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T17:43:05.627Z
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 · 2026-10-23T23:46:51.824011229Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T17:43:05.784097+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.94 | 97.7% | 33.6% | 1.72 | 139.2% | 28.2% |
| 25Δ | 2.83 | 97.9% | 29.7% | 1.87 | 124.7% | 22.5% |
| 30Δ | 2.72 | 98.2% | 25.8% | 2.01 | 112.3% | 17.5% |
| 35Δ | 2.62 | 98.5% | 21.9% | 2.10 | 110.5% | 15.6% |
| 40Δ | 2.51 | 98.7% | 18.0% | 2.18 | 108.7% | 13.8% |
| 45Δ | 2.42 | 100.5% | 16.1% | 2.26 | 106.9% | 11.9% |
| 50Δ | 2.34 | 102.3% | 14.3% | 2.35 | 105.1% | 10.1% |
| 55Δ | 2.26 | 104.1% | 12.4% | 2.43 | 103.3% | 8.2% |
| 60Δ | 2.18 | 105.9% | 10.6% | 2.52 | 101.3% | 6.5% |
| 65Δ | 2.10 | 107.7% | 8.8% | 2.61 | 98.5% | 5.5% |
| 70Δ | 2.02 | 109.5% | 7.0% | 2.70 | 95.8% | 4.4% |
| 75Δ | 1.91 | 109.7% | 5.7% | 2.79 | 93.0% | 3.4% |
| 80Δ | 1.80 | 109.4% | 4.5% | 2.89 | 90.2% | 2.4% |
| Date | IV |
|---|---|
| 95.73% | |
| 96.63% | |
| 96.19% |