Share price$0.51
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:05:26.873Z
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 · 2026-10-22T20:00:00.542633154Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.61 | 723.3% | 84.2% | |||
| 25Δ | 0.69 | 670.1% | 73.3% | |||
| 30Δ | 0.77 | 616.8% | 62.4% | |||
| 35Δ | 0.85 | 563.6% | 51.4% | |||
| 40Δ | 0.93 | 510.4% | 40.5% | |||
| 45Δ | 1.12 | 483.5% | 31.4% | |||
| 50Δ | 2.05 | 591.3% | 30.9% | |||
| 55Δ | 4.88 | 800.0% | 955.8% | 2.45 | 582.4% | 26.9% |
| 60Δ | 3.68 | 800.0% | 718.5% | 2.86 | 573.4% | 23.0% |
| 65Δ | 2.75 | 800.0% | 526.6% | |||
| 70Δ | 1.99 | 800.0% | 363.5% | |||
| 75Δ | 1.43 | 799.2% | 277.6% | |||
| 80Δ | 1.04 | 794.2% | 190.5% | |||
No recorded observations