Share price$4.66
1D-8.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:07.275Z
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 · 2026-10-22T22:46:45.209617972Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.37 | 197.2% | 35.5% | |||
| 25Δ | 3.79 | 156.5% | 26.6% | |||
| 30Δ | 6.94 | 179.4% | 56.4% | 4.08 | 131.2% | 20.9% |
| 35Δ | 6.03 | 150.1% | 37.3% | 4.22 | 120.3% | 18.2% |
| 40Δ | 5.57 | 128.3% | 27.6% | 4.37 | 109.4% | 15.5% |
| 45Δ | 5.12 | 106.8% | 18.3% | 4.52 | 98.5% | 12.8% |
| 50Δ | 4.86 | 110.1% | 15.1% | 4.67 | 87.5% | 10.1% |
| 55Δ | 4.66 | 122.8% | 14.1% | 4.81 | 76.6% | 7.4% |
| 60Δ | 4.46 | 135.4% | 13.2% | 4.96 | 65.7% | 4.7% |
| 65Δ | 4.26 | 148.0% | 12.2% | 5.13 | 62.8% | 3.6% |
| 70Δ | 4.06 | 160.6% | 11.3% | 5.29 | 62.7% | 2.9% |
| 75Δ | 3.74 | 180.4% | 10.0% | 5.46 | 62.6% | 2.3% |
| 80Δ | 3.35 | 203.3% | 8.5% | 5.63 | 62.4% | 1.7% |
| Date | IV |
|---|---|
| 83.31% | |
| 78.07% |