Share price$1.77
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:30:59.527Z
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 · 2026-10-22T23:00:00.000941338Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.02 | 48.7% | 15.4% | 1.58 | 81.1% | 16.4% |
| 25Δ | 1.95 | 62.9% | 14.5% | 1.65 | 98.3% | 16.2% |
| 30Δ | 1.91 | 79.7% | 14.7% | 1.72 | 115.6% | 16.0% |
| 35Δ | 1.86 | 96.5% | 14.8% | 1.80 | 132.9% | 15.8% |
| 40Δ | 1.81 | 113.3% | 14.9% | 1.87 | 150.2% | 15.6% |
| 45Δ | 1.76 | 130.1% | 15.1% | 1.94 | 167.5% | 15.4% |
| 50Δ | 1.71 | 146.8% | 15.2% | 2.20 | 196.9% | 15.3% |
| 55Δ | 1.66 | 163.6% | 15.4% | 3.31 | 282.2% | 15.9% |
| 60Δ | 1.62 | 180.4% | 15.5% | 4.43 | 367.6% | 16.4% |
| 65Δ | 1.57 | 197.2% | 15.6% | 6.64 | 452.1% | 15.7% |
| 70Δ | 1.52 | 214.0% | 15.8% | 5.62 | 346.3% | 11.0% |
| 75Δ | 1.41 | 220.7% | 13.8% | 3.10 | 175.4% | 5.3% |
| 80Δ | 1.27 | 220.8% | 10.6% | |||
| Date | IV |
|---|---|
| 193.61% | |
| 195.35% |