Share price$4.62
1D-7.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:12:10.735Z
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 · 2026-10-23T20:10:02.903766339Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.44 | 247.2% | 131.9% | 3.31 | 211.6% | 36.9% |
| 25Δ | 8.37 | 217.6% | 88.1% | 3.68 | 195.6% | 31.0% |
| 30Δ | 7.30 | 202.4% | 66.4% | 4.04 | 181.7% | 25.5% |
| 35Δ | 6.62 | 194.0% | 53.1% | 4.34 | 183.3% | 22.8% |
| 40Δ | 6.04 | 186.8% | 42.1% | 4.65 | 184.9% | 20.1% |
| 45Δ | 5.66 | 186.1% | 36.1% | 4.96 | 186.5% | 17.5% |
| 50Δ | 5.31 | 185.9% | 30.5% | 5.32 | 187.1% | 15.2% |
| 55Δ | 4.96 | 185.8% | 25.1% | 5.68 | 187.5% | 13.1% |
| 60Δ | 4.65 | 186.1% | 21.3% | 6.06 | 188.1% | 10.9% |
| 65Δ | 4.34 | 186.4% | 17.5% | 6.54 | 189.4% | 9.1% |
| 70Δ | 4.03 | 186.7% | 13.7% | 7.02 | 190.4% | 7.3% |
| 75Δ | 3.72 | 185.6% | 10.8% | 7.47 | 184.1% | 5.6% |
| 80Δ | 3.41 | 184.3% | 8.1% | 7.92 | 177.7% | 3.9% |
No recorded observations