Share price$2.96
1D+6.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:07:35.678Z
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 · 2026-10-22T20:00:00.688138169Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.69 | 236.0% | 31.3% | |||
| 35Δ | 3.11 | 234.8% | 28.7% | |||
| 40Δ | 6.07 | 333.3% | 121.8% | 3.52 | 233.5% | 26.2% |
| 45Δ | 4.79 | 280.6% | 78.8% | 3.94 | 232.3% | 23.7% |
| 50Δ | 4.43 | 252.8% | 67.3% | 4.35 | 231.1% | 21.2% |
| 55Δ | 4.07 | 225.0% | 55.7% | 4.77 | 229.9% | 18.6% |
| 60Δ | 3.72 | 197.2% | 44.2% | 5.18 | 228.6% | 16.1% |
| 65Δ | 3.36 | 169.4% | 32.6% | 5.60 | 227.4% | 13.6% |
| 70Δ | 3.00 | 141.6% | 21.0% | 6.01 | 226.2% | 11.1% |
| 75Δ | 2.65 | 113.7% | 9.5% | 6.43 | 225.0% | 8.5% |
| 80Δ | 6.85 | 223.7% | 6.0% | |||
No recorded observations