Share price$3.26
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:20.802Z
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 · 2026-10-23T14:09:27.266326526Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.72 | 196.9% | 37.6% | |||
| 30Δ | 7.10 | 190.1% | 127.8% | 3.27 | 213.3% | 34.9% |
| 35Δ | 6.68 | 180.2% | 116.4% | 3.83 | 229.8% | 32.1% |
| 40Δ | 6.26 | 170.2% | 104.9% | 4.39 | 246.2% | 29.4% |
| 45Δ | 5.83 | 160.2% | 93.5% | 4.94 | 262.6% | 26.7% |
| 50Δ | 5.41 | 150.2% | 82.1% | |||
| 55Δ | 4.99 | 140.3% | 70.6% | |||
| 60Δ | 4.56 | 130.3% | 59.2% | |||
| 65Δ | 4.14 | 120.3% | 47.8% | |||
| 70Δ | 3.71 | 110.3% | 36.3% | |||
| 75Δ | 3.29 | 100.4% | 24.9% | |||
| 80Δ | 2.87 | 90.4% | 13.4% | |||
No recorded observations