Share price$0.16
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T12:06:19.284Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-23T23:59:45.636526664Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.49 | 290.5% | 872.4% | |||
| 35Δ | 1.27 | 287.7% | 735.0% | |||
| 40Δ | 1.05 | 284.9% | 597.6% | |||
| 45Δ | 0.83 | 282.2% | 460.2% | 1.76 | 371.7% | 35.7% |
| 50Δ | 0.61 | 279.4% | 322.7% | 3.01 | 427.6% | 35.6% |
| 55Δ | 3.28 | 412.4% | 31.2% | |||
| 60Δ | 3.56 | 397.2% | 26.8% | |||
| 65Δ | 3.83 | 382.0% | 22.3% | |||
| 70Δ | 1.54 | 293.5% | 2.1% | |||
| 75Δ | 1.69 | 279.6% | 2.5% | |||
| 80Δ | 1.83 | 265.7% | 7.0% | |||
No recorded observations