Share price$2.11
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:26.361Z
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 · 2026-10-22T20:27:41.526115452Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.25 | 201.4% | 106.0% | 1.63 | 136.8% | 28.3% |
| 25Δ | 2.99 | 138.8% | 46.4% | 1.74 | 132.3% | 24.6% |
| 30Δ | 2.86 | 134.1% | 41.5% | 1.85 | 127.8% | 20.9% |
| 35Δ | 2.73 | 129.5% | 36.6% | 1.96 | 123.3% | 17.2% |
| 40Δ | 2.60 | 124.9% | 31.7% | 2.07 | 120.6% | 14.9% |
| 45Δ | 2.47 | 120.2% | 26.9% | 2.17 | 118.9% | 13.4% |
| 50Δ | 2.34 | 115.6% | 22.0% | 2.28 | 117.3% | 12.0% |
| 55Δ | 2.21 | 111.0% | 17.1% | 2.38 | 115.6% | 10.5% |
| 60Δ | 2.09 | 106.3% | 12.2% | 2.48 | 114.0% | 9.0% |
| 65Δ | 2.59 | 112.3% | 7.5% | |||
| 70Δ | 2.69 | 110.6% | 6.0% | |||
| 75Δ | 2.80 | 109.0% | 4.5% | |||
| 80Δ | 2.90 | 107.3% | 3.0% | |||
No recorded observations