Share price$1.02
1D-2.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:21:16.645Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T19:21:08.45670648Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.70 | 129.6% | 38.0% | |||
| 25Δ | 3.41 | 257.1% | 244.5% | 0.77 | 119.3% | 32.2% |
| 30Δ | 2.78 | 234.6% | 184.2% | 0.85 | 109.0% | 26.3% |
| 35Δ | 2.52 | 225.1% | 161.1% | 0.92 | 98.7% | 20.4% |
| 40Δ | 2.26 | 215.7% | 138.0% | 1.00 | 88.4% | 14.5% |
| 45Δ | 2.00 | 206.2% | 114.9% | 1.10 | 99.1% | 13.3% |
| 50Δ | 1.75 | 196.8% | 91.8% | 1.20 | 110.8% | 12.3% |
| 55Δ | 1.49 | 187.3% | 68.7% | 1.30 | 122.6% | 11.3% |
| 60Δ | 1.23 | 177.9% | 45.6% | 1.40 | 134.3% | 10.3% |
| 65Δ | 0.99 | 171.6% | 24.7% | 1.51 | 146.2% | 9.3% |
| 70Δ | 0.89 | 192.0% | 21.6% | 1.80 | 164.0% | 7.8% |
| 75Δ | 0.78 | 212.4% | 18.6% | 2.27 | 183.1% | 6.2% |
| 80Δ | 0.68 | 232.8% | 15.6% | 3.08 | 204.6% | 4.2% |
| Date | IV |
|---|---|
| 181.87% | |
| 203.86% |