Share price$2.09
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:15:16.679Z
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 · 2026-10-22T21:14:02.945631133Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.51 | 213.0% | 120.7% | 1.65 | 112.7% | 25.2% |
| 25Δ | 3.59 | 160.6% | 76.7% | 1.75 | 108.0% | 21.7% |
| 30Δ | 2.67 | 108.2% | 32.8% | 1.85 | 103.3% | 18.2% |
| 35Δ | 7.43 | 438.7% | 272.1% | 1.94 | 98.7% | 14.7% |
| 40Δ | 6.44 | 374.3% | 223.8% | 2.04 | 97.0% | 12.1% |
| 45Δ | 5.44 | 310.0% | 175.5% | 2.13 | 99.3% | 10.9% |
| 50Δ | 4.45 | 245.7% | 127.2% | 2.21 | 101.6% | 9.6% |
| 55Δ | 3.46 | 181.4% | 78.9% | 2.30 | 103.9% | 8.3% |
| 60Δ | 2.47 | 117.0% | 30.6% | 2.39 | 106.1% | 7.1% |
| 65Δ | 1.95 | 88.0% | 7.1% | 2.48 | 108.4% | 5.8% |
| 70Δ | 1.86 | 90.7% | 6.0% | 3.39 | 168.6% | 5.9% |
| 75Δ | 1.78 | 93.4% | 5.0% | 4.59 | 248.1% | 6.5% |
| 80Δ | 1.69 | 96.2% | 3.9% | 6.24 | 297.1% | 5.5% |
| Date | IV |
|---|---|
| 103.33% | |
| 114.77% |