Share price$0.43
1D+2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:53:09.747Z
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 · 2026-10-22T14:53:01.367749742Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.42 | 426.3% | 474.0% | |||
| 25Δ | 2.33 | 462.3% | 461.2% | |||
| 30Δ | 2.24 | 498.2% | 448.4% | 1.72 | 800.0% | 89.1% |
| 35Δ | 2.15 | 534.2% | 435.6% | 1.87 | 740.1% | 76.0% |
| 40Δ | 2.06 | 570.2% | 422.8% | 1.61 | 620.6% | 62.8% |
| 45Δ | 1.98 | 606.2% | 410.0% | 1.34 | 501.2% | 49.6% |
| 50Δ | 1.89 | 642.1% | 397.2% | 1.08 | 381.7% | 36.5% |
| 55Δ | 1.80 | 678.1% | 384.4% | 0.82 | 262.2% | 23.3% |
| 60Δ | 1.71 | 714.1% | 371.6% | 0.56 | 142.8% | 10.1% |
| 65Δ | 1.62 | 750.1% | 358.8% | 1.11 | 178.4% | 7.1% |
| 70Δ | 1.53 | 786.1% | 346.0% | 1.89 | 258.8% | 7.1% |
| 75Δ | 2.67 | 339.3% | 7.1% | |||
| 80Δ | 3.45 | 419.7% | 7.1% | |||
No recorded observations