Share price$1.90
1D-7.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:52:16.307Z
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 · 2026-10-23T21:07:52.076403097Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.24 | 354.5% | 50.6% | |||
| 25Δ | 1.40 | 319.0% | 43.7% | |||
| 30Δ | 4.97 | 345.0% | 173.5% | 1.56 | 283.4% | 36.8% |
| 35Δ | 3.87 | 310.7% | 117.5% | 1.73 | 247.9% | 29.9% |
| 40Δ | 3.22 | 285.7% | 85.0% | 1.89 | 212.4% | 23.0% |
| 45Δ | 2.81 | 266.8% | 65.1% | 2.07 | 191.5% | 17.8% |
| 50Δ | 2.52 | 251.1% | 51.8% | 2.30 | 201.4% | 15.9% |
| 55Δ | 2.23 | 235.4% | 38.5% | 2.53 | 211.3% | 14.1% |
| 60Δ | 1.97 | 222.2% | 27.0% | 2.76 | 221.2% | 12.3% |
| 65Δ | 1.82 | 219.5% | 23.3% | 2.99 | 231.2% | 10.5% |
| 70Δ | 1.67 | 216.8% | 19.5% | |||
| 75Δ | 1.52 | 214.1% | 15.7% | |||
| 80Δ | 1.37 | 211.3% | 11.9% | |||
No recorded observations