Share price$2.09
1D-6.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:54:17.135Z
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 · 2026-10-22T22:30:00.00649474Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.40 | 107.0% | 64.9% | 1.54 | 177.8% | 32.9% |
| 25Δ | 2.47 | 71.3% | 20.9% | 1.70 | 133.9% | 24.3% |
| 30Δ | 2.41 | 69.0% | 18.8% | 1.86 | 90.1% | 15.6% |
| 35Δ | 2.35 | 66.7% | 16.7% | 2.01 | 51.4% | 7.8% |
| 40Δ | 2.29 | 64.4% | 14.6% | 2.07 | 55.8% | 7.2% |
| 45Δ | 2.24 | 62.0% | 12.5% | 2.14 | 60.1% | 6.6% |
| 50Δ | 2.18 | 59.7% | 10.4% | 2.20 | 64.5% | 6.0% |
| 55Δ | 2.12 | 57.4% | 8.4% | 2.27 | 68.9% | 5.4% |
| 60Δ | 2.06 | 55.1% | 6.3% | 2.33 | 73.2% | 4.7% |
| 65Δ | 2.00 | 52.8% | 4.2% | 2.39 | 77.6% | 4.1% |
| 70Δ | 1.84 | 107.6% | 6.0% | 2.46 | 82.0% | 3.5% |
| 75Δ | 1.67 | 165.1% | 8.0% | |||
| 80Δ | 1.50 | 222.7% | 10.0% | |||
No recorded observations