Share price$2.63
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:23.398Z
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 · 2026-10-22T20:00:00.441139204Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.14 | 358.7% | 185.5% | 2.74 | 68.1% | 8.1% |
| 40Δ | 6.31 | 312.1% | 154.1% | 3.09 | 99.3% | 8.5% |
| 45Δ | 5.49 | 265.4% | 122.6% | 3.44 | 130.6% | 8.9% |
| 50Δ | 4.67 | 218.8% | 91.1% | 3.78 | 161.8% | 9.3% |
| 55Δ | 3.84 | 172.1% | 59.7% | 4.13 | 193.0% | 9.7% |
| 60Δ | 3.02 | 125.5% | 28.2% | 4.48 | 224.2% | 10.0% |
| 65Δ | 4.82 | 255.5% | 10.4% | |||
| 70Δ | 6.74 | 328.2% | 10.6% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations