Share price$3.71
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:16:41.235Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T16:16:39.364883877Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 4.30 | 192.7% | 25.8% | |||
| 45Δ | 5.48 | 195.3% | 23.2% | |||
| 50Δ | 6.67 | 197.9% | 20.6% | |||
| 55Δ | 7.85 | 200.5% | 18.0% | |||
| 60Δ | 9.03 | 203.1% | 15.4% | |||
| 65Δ | 10.21 | 205.7% | 12.8% | |||
| 70Δ | 11.39 | 208.3% | 10.2% | |||
| 75Δ | 12.58 | 210.9% | 7.6% | |||
| 80Δ | 13.76 | 213.5% | 5.1% | |||
No recorded observations