Share price$3.38
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:25:41.219Z
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 | 121.2% | 46.9% | 3.23 | 119.1% | 24.4% |
| 25Δ | 4.63 | 125.1% | 43.6% | 3.60 | 131.0% | 22.8% |
| 30Δ | 4.44 | 128.9% | 40.3% | 3.97 | 142.8% | 21.2% |
| 35Δ | 4.25 | 132.8% | 37.0% | 4.34 | 154.6% | 19.6% |
| 40Δ | 4.06 | 136.7% | 33.7% | 4.71 | 166.4% | 18.0% |
| 45Δ | 3.87 | 140.5% | 30.4% | 5.09 | 178.2% | 16.4% |
| 50Δ | 3.68 | 144.4% | 27.1% | 5.46 | 190.0% | 14.8% |
| 55Δ | 3.49 | 148.3% | 23.8% | 5.83 | 201.8% | 13.2% |
| 60Δ | 3.30 | 152.2% | 20.5% | 6.20 | 213.7% | 11.6% |
| 65Δ | 3.11 | 156.0% | 17.2% | 6.57 | 225.5% | 10.0% |
| 70Δ | 2.92 | 159.9% | 13.9% | 6.95 | 237.3% | 8.4% |
| 75Δ | 2.73 | 163.8% | 10.6% | 7.32 | 249.1% | 6.8% |
| 80Δ | 2.54 | 167.6% | 7.2% | 6.18 | 186.5% | 4.1% |
No recorded observations