Share price$3.04
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:16:18.381Z
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 · 2026-10-22T23:38:50.628776193Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.95 | 157.9% | 134.1% | 2.96 | 70.0% | 19.4% |
| 25Δ | 10.55 | 250.8% | 257.0% | 3.71 | 83.8% | 18.1% |
| 30Δ | 12.16 | 291.9% | 312.4% | 4.46 | 97.6% | 16.8% |
| 35Δ | 11.41 | 271.7% | 288.1% | 5.21 | 111.4% | 15.5% |
| 40Δ | 10.65 | 251.6% | 263.9% | 5.97 | 125.2% | 14.2% |
| 45Δ | 9.90 | 231.4% | 239.6% | 6.72 | 139.0% | 12.9% |
| 50Δ | 9.15 | 211.3% | 215.3% | 7.47 | 152.8% | 11.6% |
| 55Δ | 8.40 | 191.1% | 191.1% | 8.22 | 166.6% | 10.3% |
| 60Δ | 7.65 | 171.0% | 166.8% | 8.97 | 180.4% | 9.0% |
| 65Δ | 6.90 | 150.8% | 142.6% | 9.73 | 194.2% | 7.8% |
| 70Δ | 6.15 | 130.7% | 118.3% | 10.48 | 208.1% | 6.5% |
| 75Δ | 5.40 | 110.5% | 94.0% | 11.23 | 221.9% | 5.2% |
| 80Δ | 4.65 | 90.4% | 69.8% | 11.98 | 235.7% | 3.9% |
No recorded observations