Share price$3.06
1D-2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:14.875Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-22T18:29:19.619365896Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.52 | 154.1% | 40.0% | |||
| 30Δ | 2.86 | 150.5% | 36.1% | |||
| 35Δ | 3.20 | 146.8% | 32.2% | |||
| 40Δ | 3.54 | 143.2% | 28.3% | |||
| 45Δ | 3.89 | 139.6% | 24.4% | |||
| 50Δ | 4.23 | 135.9% | 20.5% | |||
| 55Δ | 4.57 | 132.3% | 16.6% | |||
| 60Δ | 4.91 | 128.6% | 12.7% | |||
| 65Δ | 5.38 | 125.3% | 9.9% | |||
| 70Δ | 5.91 | 122.2% | 7.5% | |||
| 75Δ | 6.43 | 119.0% | 5.1% | |||
| 80Δ | 6.95 | 115.8% | 2.7% | |||
No recorded observations