Share price$2.11
1D+2.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:34.900Z
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 · 2026-10-23T16:42:00.165499285Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.50 | 155.5% | 69.5% | 1.63 | 138.6% | 28.3% |
| 25Δ | 2.90 | 124.9% | 42.2% | 1.74 | 134.2% | 24.6% |
| 30Δ | 2.79 | 122.4% | 37.8% | 1.85 | 129.8% | 20.9% |
| 35Δ | 2.67 | 119.8% | 33.5% | 1.96 | 125.4% | 17.2% |
| 40Δ | 2.55 | 117.2% | 29.2% | 2.08 | 125.0% | 14.9% |
| 45Δ | 2.43 | 114.6% | 24.9% | 2.21 | 126.8% | 13.4% |
| 50Δ | 2.31 | 112.0% | 20.5% | 2.33 | 128.7% | 11.9% |
| 55Δ | 2.20 | 109.4% | 16.2% | 2.46 | 130.5% | 10.4% |
| 60Δ | 2.08 | 106.9% | 11.9% | 2.59 | 132.4% | 8.9% |
| 65Δ | 2.71 | 134.3% | 7.4% | |||
| 70Δ | 2.84 | 136.1% | 5.9% | |||
| 75Δ | 2.97 | 138.0% | 4.4% | |||
| 80Δ | 4.44 | 191.6% | 3.6% | |||
No recorded observations