Share price$3.33
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:32.949Z
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 · 2026-10-22T20:00:00.230378872Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.51 | 170.3% | 31.7% | |||
| 25Δ | 3.00 | 207.2% | 30.6% | |||
| 30Δ | 3.48 | 244.0% | 29.6% | |||
| 35Δ | 3.97 | 280.8% | 28.6% | |||
| 40Δ | 4.45 | 317.7% | 27.6% | |||
| 45Δ | 4.94 | 354.5% | 26.6% | |||
| 50Δ | 5.76 | 362.9% | 23.7% | |||
| 55Δ | 8.22 | 520.4% | 179.8% | 6.64 | 366.9% | 20.5% |
| 60Δ | 6.51 | 448.3% | 129.3% | 7.62 | 373.6% | 17.4% |
| 65Δ | 5.41 | 385.4% | 96.7% | |||
| 70Δ | 4.30 | 322.5% | 64.2% | |||
| 75Δ | 3.20 | 259.5% | 31.7% | |||
| 80Δ | ||||||
No recorded observations