Share price$1.21
1D+11.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:18.809Z
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 · 2026-10-22T20:56:51.042186575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.02 | 355.7% | 43.7% | |||
| 30Δ | 1.18 | 347.1% | 39.5% | |||
| 35Δ | 7.72 | 559.8% | 557.1% | 1.33 | 338.6% | 35.3% |
| 40Δ | 4.26 | 470.9% | 273.0% | 1.49 | 330.0% | 31.1% |
| 45Δ | 3.40 | 448.2% | 204.4% | 1.64 | 321.4% | 26.9% |
| 50Δ | 2.22 | 376.7% | 108.4% | 1.80 | 312.9% | 22.7% |
| 55Δ | 1.82 | 347.6% | 77.7% | 1.96 | 304.3% | 18.5% |
| 60Δ | 1.60 | 328.5% | 62.3% | |||
| 65Δ | 1.39 | 309.4% | 47.0% | |||
| 70Δ | 1.17 | 290.3% | 31.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations