Share price$1.42
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:42:04.828Z
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 · 2026-10-23T19:40:33.845940249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.03 | 157.4% | 37.4% | |||
| 25Δ | 1.16 | 158.5% | 34.3% | |||
| 30Δ | 1.29 | 159.6% | 31.1% | |||
| 35Δ | 2.61 | 179.4% | 96.9% | 1.41 | 160.7% | 27.9% |
| 40Δ | 3.26 | 246.7% | 148.8% | 1.54 | 161.8% | 24.8% |
| 45Δ | 3.91 | 314.1% | 200.6% | 1.67 | 162.9% | 21.6% |
| 50Δ | 4.57 | 381.4% | 252.5% | 1.80 | 164.1% | 18.4% |
| 55Δ | 3.77 | 387.8% | 200.3% | 1.93 | 165.2% | 15.3% |
| 60Δ | 2.06 | 162.2% | 12.6% | |||
| 65Δ | 2.19 | 153.8% | 10.7% | |||
| 70Δ | 2.33 | 145.4% | 8.8% | |||
| 75Δ | 2.46 | 137.0% | 6.9% | |||
| 80Δ | 2.60 | 128.5% | 5.0% | |||
No recorded observations