Share price$4.25
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:27.882Z
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 · 2026-10-22T20:44:31.597977328Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.18 | 178.4% | 38.4% | |||
| 25Δ | 3.52 | 176.9% | 35.6% | |||
| 30Δ | 8.89 | 280.2% | 119.9% | 3.85 | 175.4% | 32.8% |
| 35Δ | 9.79 | 331.0% | 144.9% | 4.18 | 174.0% | 30.0% |
| 40Δ | 9.13 | 317.3% | 132.1% | 4.51 | 172.5% | 27.2% |
| 45Δ | 8.48 | 303.6% | 119.4% | 4.84 | 171.0% | 24.5% |
| 50Δ | 7.82 | 289.9% | 106.6% | 5.18 | 169.5% | 21.7% |
| 55Δ | 7.16 | 276.2% | 93.8% | 5.51 | 168.1% | 18.9% |
| 60Δ | 6.51 | 262.4% | 81.0% | 5.84 | 166.6% | 16.1% |
| 65Δ | 5.85 | 248.7% | 68.2% | 6.17 | 165.1% | 13.4% |
| 70Δ | 5.19 | 235.0% | 55.4% | 6.51 | 163.6% | 10.6% |
| 75Δ | 4.54 | 221.3% | 42.6% | 6.84 | 162.1% | 7.8% |
| 80Δ | 3.88 | 207.6% | 29.9% | 7.17 | 160.7% | 5.0% |
No recorded observations