Share price$4.56
1D+3.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:11:49.548Z
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 · 2026-10-22T16:10:46.32428306Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.00 | 211.8% | 103.5% | 3.27 | 205.6% | 36.5% |
| 25Δ | 9.93 | 262.4% | 126.0% | 3.67 | 164.0% | 27.7% |
| 30Δ | 7.32 | 187.6% | 68.0% | 4.02 | 127.9% | 20.0% |
| 35Δ | 5.42 | 91.8% | 24.0% | 4.17 | 119.8% | 17.7% |
| 40Δ | 4.90 | 73.1% | 13.2% | 4.32 | 111.6% | 15.3% |
| 45Δ | 4.76 | 76.6% | 12.1% | 4.47 | 103.4% | 12.9% |
| 50Δ | 4.63 | 80.1% | 10.9% | 4.62 | 95.3% | 10.5% |
| 55Δ | 4.49 | 83.6% | 9.7% | 4.77 | 87.1% | 8.1% |
| 60Δ | 4.36 | 87.2% | 8.5% | 4.92 | 79.0% | 5.8% |
| 65Δ | 4.23 | 90.7% | 7.4% | 5.17 | 81.0% | 4.3% |
| 70Δ | 4.09 | 94.2% | 6.2% | 5.55 | 94.7% | 3.9% |
| 75Δ | 5.92 | 108.4% | 3.5% | |||
| 80Δ | 6.76 | 132.4% | 3.0% | |||
No recorded observations