Share price$2.04
1D-1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:46:17.585Z
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 · 2026-10-23T15:45:42.802239466Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.30 | 219.5% | 164.8% | 1.13 | 314.4% | 49.4% |
| 25Δ | 3.05 | 119.3% | 53.7% | 1.33 | 253.8% | 39.5% |
| 30Δ | 2.44 | 90.4% | 24.1% | 1.53 | 193.2% | 29.5% |
| 35Δ | 2.36 | 84.6% | 20.8% | 1.74 | 132.7% | 19.6% |
| 40Δ | 2.28 | 78.8% | 17.5% | 1.94 | 72.1% | 9.7% |
| 45Δ | 2.21 | 73.0% | 14.3% | 2.05 | 57.6% | 6.3% |
| 50Δ | 2.13 | 67.3% | 11.0% | 2.13 | 63.1% | 5.7% |
| 55Δ | 2.05 | 61.5% | 7.7% | 2.20 | 68.7% | 5.2% |
| 60Δ | 1.93 | 75.4% | 5.5% | 2.28 | 74.3% | 4.6% |
| 65Δ | 1.73 | 124.5% | 5.2% | 2.35 | 79.8% | 4.1% |
| 70Δ | 1.53 | 173.6% | 4.9% | 2.42 | 85.4% | 3.5% |
| 75Δ | 1.34 | 222.7% | 4.6% | 2.50 | 91.0% | 3.0% |
| 80Δ | 1.14 | 271.8% | 4.2% | 3.40 | 134.9% | 2.5% |
No recorded observations