Share price$1.31
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:04:01.208Z
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 · 2026-10-22T21:30:27.85122741Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.21 | 196.6% | 75.6% | 1.20 | 395.8% | 47.4% |
| 30Δ | 2.43 | 252.2% | 95.8% | 1.45 | 387.1% | 43.7% |
| 35Δ | 2.64 | 307.9% | 116.1% | 1.69 | 378.5% | 39.9% |
| 40Δ | 2.86 | 363.5% | 136.4% | 1.94 | 369.8% | 36.2% |
| 45Δ | 3.12 | 424.3% | 160.5% | 2.19 | 361.2% | 32.4% |
| 50Δ | 3.45 | 494.4% | 191.7% | 2.43 | 352.5% | 28.7% |
| 55Δ | 3.79 | 564.4% | 222.9% | 2.68 | 343.9% | 24.9% |
| 60Δ | 4.74 | 637.3% | 300.8% | 2.93 | 335.3% | 21.2% |
| 65Δ | 3.66 | 519.4% | 217.6% | 3.17 | 326.6% | 17.4% |
| 70Δ | 2.58 | 401.5% | 134.4% | 3.42 | 318.0% | 13.7% |
| 75Δ | 1.50 | 283.5% | 51.2% | 3.66 | 309.3% | 9.9% |
| 80Δ | 3.91 | 300.7% | 6.2% | |||
No recorded observations