Share price$3.38
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:58.709Z
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 · 2026-10-22T20:00:00.447976345Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.81 | 119.2% | 46.9% | 3.23 | 118.8% | 24.4% |
| 25Δ | 4.63 | 123.2% | 43.6% | 3.60 | 130.6% | 22.8% |
| 30Δ | 4.44 | 127.2% | 40.3% | 3.97 | 142.3% | 21.2% |
| 35Δ | 4.25 | 131.2% | 37.0% | 4.34 | 154.1% | 19.6% |
| 40Δ | 4.06 | 135.2% | 33.7% | 4.71 | 165.9% | 18.0% |
| 45Δ | 3.87 | 139.2% | 30.4% | 5.09 | 177.7% | 16.4% |
| 50Δ | 3.68 | 143.1% | 27.1% | 5.46 | 189.5% | 14.8% |
| 55Δ | 3.49 | 147.1% | 23.8% | 5.83 | 201.3% | 13.2% |
| 60Δ | 3.30 | 151.1% | 20.5% | 6.20 | 213.0% | 11.6% |
| 65Δ | 3.11 | 155.1% | 17.2% | 6.58 | 224.8% | 10.0% |
| 70Δ | 2.92 | 159.1% | 13.9% | 6.95 | 236.6% | 8.4% |
| 75Δ | 2.73 | 163.1% | 10.6% | 7.32 | 248.4% | 6.8% |
| 80Δ | 2.54 | 167.1% | 7.2% | 6.24 | 188.4% | 4.2% |
No recorded observations