Share price$3.36
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:10:26.291Z
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 · 2026-10-22T20:10:00.003200903Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.67 | 223.0% | 34.7% | |||
| 30Δ | 2.92 | 217.4% | 31.6% | |||
| 35Δ | 3.17 | 211.9% | 28.6% | |||
| 40Δ | 3.42 | 206.4% | 25.5% | |||
| 45Δ | 3.67 | 200.9% | 22.5% | |||
| 50Δ | 3.92 | 195.4% | 19.4% | |||
| 55Δ | 4.17 | 189.9% | 16.4% | |||
| 60Δ | 4.42 | 184.3% | 13.3% | |||
| 65Δ | 4.67 | 178.8% | 10.3% | |||
| 70Δ | 4.92 | 173.3% | 7.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations