Share price$3.36
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:38:45.626Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:25:34.104951184Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.63 | 157.6% | 35.0% | |||
| 30Δ | 2.80 | 150.5% | 32.4% | |||
| 35Δ | 2.97 | 143.3% | 29.8% | |||
| 40Δ | 7.38 | 250.4% | 136.7% | 3.14 | 136.2% | 27.3% |
| 45Δ | 6.87 | 232.1% | 122.7% | 3.32 | 129.1% | 24.7% |
| 50Δ | 6.35 | 213.8% | 108.6% | 3.49 | 122.0% | 22.1% |
| 55Δ | 5.84 | 195.5% | 94.5% | 3.66 | 114.9% | 19.6% |
| 60Δ | 5.33 | 177.2% | 80.4% | 3.83 | 107.7% | 17.0% |
| 65Δ | 4.82 | 159.0% | 66.3% | 4.01 | 100.6% | 14.4% |
| 70Δ | 4.31 | 140.7% | 52.2% | 4.18 | 93.5% | 11.9% |
| 75Δ | 3.79 | 122.4% | 38.1% | 4.35 | 86.4% | 9.3% |
| 80Δ | 3.28 | 104.1% | 24.1% | 4.52 | 79.2% | 6.8% |
No recorded observations