Share price$2.79
1D+7.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:41.149Z
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 · 2026-10-22T20:00:00.342942459Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.11 | 150.0% | 30.2% | |||
| 25Δ | 5.19 | 225.1% | 93.4% | 2.26 | 145.4% | 27.1% |
| 30Δ | 5.48 | 270.2% | 107.2% | 2.40 | 140.8% | 23.9% |
| 35Δ | 5.76 | 315.3% | 120.9% | 2.54 | 136.2% | 20.7% |
| 40Δ | 5.19 | 278.6% | 100.0% | 2.68 | 131.5% | 17.6% |
| 45Δ | 3.96 | 249.3% | 58.4% | 2.82 | 126.9% | 14.4% |
| 50Δ | 3.75 | 232.7% | 52.3% | 2.96 | 122.3% | 11.2% |
| 55Δ | 3.55 | 216.1% | 46.3% | 3.42 | 148.0% | 10.2% |
| 60Δ | 3.34 | 199.5% | 40.2% | 4.00 | 184.4% | 9.9% |
| 65Δ | 3.13 | 182.9% | 34.1% | 4.58 | 220.8% | 9.7% |
| 70Δ | 2.92 | 166.3% | 28.1% | 4.54 | 207.5% | 7.9% |
| 75Δ | 2.71 | 149.7% | 22.0% | |||
| 80Δ | 2.51 | 133.1% | 16.0% | |||
No recorded observations