Share price$1.19
1D+11.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:58:33.000Z
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 · 2026-10-23T00:00:02.505459564Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.00 | 353.0% | 43.3% | |||
| 30Δ | 1.15 | 344.2% | 39.2% | |||
| 35Δ | 7.83 | 566.9% | 577.1% | 1.30 | 335.3% | 35.1% |
| 40Δ | 4.45 | 486.7% | 294.6% | 1.45 | 326.5% | 31.0% |
| 45Δ | 3.47 | 460.3% | 215.2% | 1.60 | 317.7% | 26.9% |
| 50Δ | 2.27 | 388.1% | 115.9% | 1.75 | 308.8% | 22.8% |
| 55Δ | 1.83 | 357.4% | 80.9% | 1.90 | 300.0% | 18.7% |
| 60Δ | 1.60 | 339.0% | 64.9% | |||
| 65Δ | 1.38 | 320.6% | 48.8% | |||
| 70Δ | 1.15 | 302.2% | 32.8% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations