Share price$5.03
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:19:43.684Z
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 · 2026-10-22T23:52:44.379944031Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.04 | 103.8% | 43.2% | |||
| 25Δ | 6.76 | 103.0% | 38.8% | |||
| 30Δ | 6.48 | 102.3% | 34.4% | |||
| 35Δ | 6.21 | 101.6% | 30.0% | |||
| 40Δ | 5.93 | 100.8% | 25.6% | |||
| 45Δ | 5.65 | 100.1% | 21.2% | 5.67 | 105.2% | 10.4% |
| 50Δ | 5.38 | 99.3% | 16.8% | 7.76 | 143.5% | 9.8% |
| 55Δ | 5.10 | 98.6% | 12.4% | 9.85 | 181.8% | 9.3% |
| 60Δ | 4.75 | 124.9% | 10.7% | 11.94 | 220.1% | 8.7% |
| 65Δ | 4.35 | 166.5% | 10.6% | 14.04 | 258.4% | 8.1% |
| 70Δ | 3.96 | 208.0% | 10.4% | 16.13 | 296.7% | 7.6% |
| 75Δ | 3.56 | 249.6% | 10.3% | 18.22 | 335.0% | 7.0% |
| 80Δ | 3.17 | 291.2% | 10.1% | 19.46 | 356.9% | 6.1% |
No recorded observations