Share price$4.41
1D+2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:40:18.757Z
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 · 2026-10-22T14:37:05.615623269Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.75 | 308.2% | 49.3% | |||
| 25Δ | 2.97 | 284.8% | 44.8% | |||
| 30Δ | 3.19 | 261.4% | 40.4% | |||
| 35Δ | 8.66 | 289.8% | 109.4% | 3.40 | 238.0% | 35.9% |
| 40Δ | 6.54 | 214.6% | 60.6% | 3.62 | 214.6% | 31.4% |
| 45Δ | 5.09 | 142.4% | 26.4% | 3.83 | 191.2% | 26.9% |
| 50Δ | 4.05 | 167.8% | 22.4% | |||
| 55Δ | 4.26 | 144.4% | 17.9% | |||
| 60Δ | 4.48 | 121.0% | 13.4% | |||
| 65Δ | 4.69 | 97.6% | 8.9% | |||
| 70Δ | 4.91 | 74.2% | 4.4% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations