Share price$1.39
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:23:48.476Z
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 · 2026-10-22T23:40:17.014059266Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.56 | 179.8% | 89.3% | 1.24 | 468.5% | 54.6% |
| 25Δ | 2.35 | 182.3% | 75.8% | 2.16 | 575.5% | 52.9% |
| 30Δ | 2.15 | 184.7% | 62.4% | 3.01 | 668.7% | 51.0% |
| 35Δ | 2.33 | 225.9% | 79.0% | 3.16 | 629.9% | 45.8% |
| 40Δ | 3.48 | 361.2% | 168.5% | 3.30 | 591.0% | 40.6% |
| 45Δ | 4.63 | 496.5% | 258.1% | 3.45 | 552.1% | 35.4% |
| 50Δ | 3.82 | 479.8% | 202.0% | 3.59 | 513.2% | 30.2% |
| 55Δ | 3.36 | 434.1% | 170.8% | 3.73 | 474.3% | 25.0% |
| 60Δ | 2.91 | 388.4% | 139.5% | 3.88 | 435.5% | 19.8% |
| 65Δ | 2.46 | 342.7% | 108.2% | 3.41 | 337.9% | 13.3% |
| 70Δ | 2.00 | 297.0% | 77.0% | 3.52 | 288.5% | 9.2% |
| 75Δ | 1.55 | 251.2% | 45.7% | |||
| 80Δ | 1.09 | 205.5% | 14.5% | |||
No recorded observations