Share price$2.07
1D-2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:54:19.105Z
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 · 2026-10-22T16:54:10.131634041Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.50 | 214.3% | 122.4% | |||
| 25Δ | 3.56 | 160.8% | 76.6% | |||
| 30Δ | 2.61 | 107.3% | 30.8% | |||
| 35Δ | 7.46 | 442.4% | 277.1% | |||
| 40Δ | 6.40 | 376.7% | 225.3% | 2.01 | 92.9% | 11.6% |
| 45Δ | 5.34 | 311.0% | 173.6% | 2.10 | 94.5% | 10.4% |
| 50Δ | 4.29 | 245.3% | 121.8% | 2.18 | 96.2% | 9.2% |
| 55Δ | 3.23 | 179.6% | 70.0% | 2.26 | 97.9% | 8.0% |
| 60Δ | 2.17 | 113.8% | 18.3% | 2.35 | 99.5% | 6.8% |
| 65Δ | 1.92 | 105.5% | 8.8% | 2.43 | 101.2% | 5.6% |
| 70Δ | 1.83 | 108.3% | 7.4% | 2.75 | 118.7% | 4.7% |
| 75Δ | 1.73 | 111.1% | 6.0% | 4.06 | 204.5% | 5.3% |
| 80Δ | 1.64 | 113.8% | 4.7% | 5.53 | 274.4% | 5.3% |
| Date | IV |
|---|---|
| 103.33% | |
| 114.77% |