Share price$5.33
1D-2.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-25T20:24:45.677Z
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 · 2026-10-24T00:00:02.028206167Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-25T20:24:46.081046+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.92 | 177.3% | 71.7% | 4.10 | 155.8% | 29.0% |
| 25Δ | 7.90 | 162.9% | 53.5% | 4.38 | 153.5% | 25.6% |
| 30Δ | 7.19 | 151.1% | 41.2% | 4.67 | 151.2% | 22.2% |
| 35Δ | 6.76 | 149.1% | 34.7% | 4.96 | 148.9% | 18.9% |
| 40Δ | 6.44 | 150.8% | 30.3% | 5.25 | 150.7% | 16.7% |
| 45Δ | 6.12 | 152.5% | 25.9% | 5.55 | 153.2% | 14.8% |
| 50Δ | 5.82 | 151.6% | 22.1% | 5.84 | 155.6% | 12.8% |
| 55Δ | 5.53 | 149.3% | 18.6% | 6.18 | 157.9% | 11.1% |
| 60Δ | 5.25 | 147.0% | 15.1% | 6.56 | 160.0% | 9.5% |
| 65Δ | 4.96 | 145.0% | 11.8% | 6.94 | 162.1% | 7.8% |
| 70Δ | 4.69 | 145.2% | 9.8% | 7.50 | 166.9% | 6.4% |
| 75Δ | 4.42 | 145.3% | 7.7% | 8.11 | 171.7% | 5.1% |
| 80Δ | 4.14 | 145.4% | 5.7% | 8.82 | 173.7% | 3.7% |
No recorded observations