Share price$1.39
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:20.583Z
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 · 2026-10-22T21:04:45.903059137Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.56 | 179.4% | 89.3% | 1.24 | 467.4% | 54.6% |
| 25Δ | 2.35 | 181.8% | 75.8% | 2.16 | 574.1% | 52.9% |
| 30Δ | 2.15 | 184.3% | 62.4% | 3.01 | 667.2% | 51.0% |
| 35Δ | 2.33 | 225.3% | 79.0% | 3.16 | 628.4% | 45.8% |
| 40Δ | 3.48 | 360.3% | 168.5% | 3.30 | 589.6% | 40.6% |
| 45Δ | 4.63 | 495.3% | 258.1% | 3.45 | 550.8% | 35.4% |
| 50Δ | 3.82 | 478.7% | 202.0% | 3.59 | 512.0% | 30.2% |
| 55Δ | 3.36 | 433.1% | 170.8% | 3.73 | 473.2% | 25.0% |
| 60Δ | 2.91 | 387.5% | 139.5% | 3.88 | 434.4% | 19.8% |
| 65Δ | 2.46 | 341.9% | 108.3% | 3.40 | 336.7% | 13.3% |
| 70Δ | 2.00 | 296.2% | 77.0% | 3.52 | 288.1% | 9.2% |
| 75Δ | 1.55 | 250.6% | 45.7% | |||
| 80Δ | 1.10 | 205.0% | 14.5% | |||
No recorded observations