Share price$1.98
1D-4.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:54.190Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:00.872708077Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 2.99 | 244.8% | 25.8% | |||
| 50Δ | 3.63 | 256.5% | 22.9% | |||
| 55Δ | 4.27 | 268.3% | 20.0% | |||
| 60Δ | 3.38 | 304.8% | 104.0% | 4.92 | 280.0% | 17.1% |
| 65Δ | 5.33 | 268.1% | 14.3% | |||
| 70Δ | 5.72 | 252.7% | 11.6% | |||
| 75Δ | 6.10 | 237.3% | 8.9% | |||
| 80Δ | 6.48 | 221.8% | 6.2% | |||
No recorded observations