Share price$4.41
1D+4.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:21:05.813Z
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 · 2026-10-22T16:21:01.188868496Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.83 | 82.4% | 34.3% | 3.58 | 93.8% | 21.7% |
| 25Δ | 5.30 | 70.6% | 22.7% | 3.90 | 73.8% | 14.9% |
| 30Δ | 4.96 | 63.6% | 15.6% | 4.08 | 68.1% | 12.0% |
| 35Δ | 4.85 | 62.7% | 14.2% | 4.20 | 69.1% | 10.9% |
| 40Δ | 4.75 | 61.9% | 12.8% | 4.32 | 70.1% | 9.8% |
| 45Δ | 4.65 | 61.0% | 11.4% | 4.44 | 71.1% | 8.7% |
| 50Δ | 4.54 | 60.1% | 10.0% | 4.57 | 72.1% | 7.6% |
| 55Δ | 4.44 | 59.2% | 8.6% | 4.69 | 73.1% | 6.5% |
| 60Δ | 4.34 | 58.3% | 7.2% | 4.81 | 74.1% | 5.4% |
| 65Δ | 4.24 | 57.5% | 5.8% | 4.93 | 75.1% | 4.3% |
| 70Δ | 4.13 | 56.6% | 4.4% | 5.12 | 77.6% | 3.4% |
| 75Δ | 4.03 | 55.7% | 3.0% | 5.41 | 82.4% | 2.7% |
| 80Δ | 5.70 | 87.2% | 2.0% | |||
No recorded observations