Share price$4.41
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:20:55.470Z
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 · 2026-10-22T20:44:30.834891412Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.64 | 74.1% | 29.8% | 3.64 | 86.2% | 20.0% |
| 25Δ | 5.03 | 58.4% | 16.2% | 3.99 | 61.7% | 12.3% |
| 30Δ | 4.90 | 58.7% | 14.4% | 4.09 | 59.9% | 11.2% |
| 35Δ | 4.80 | 59.7% | 13.2% | 4.18 | 58.5% | 10.2% |
| 40Δ | 4.69 | 60.8% | 11.9% | 4.26 | 57.0% | 9.2% |
| 45Δ | 4.59 | 61.8% | 10.7% | 4.35 | 55.5% | 8.2% |
| 50Δ | 4.49 | 62.8% | 9.5% | 4.44 | 54.1% | 7.2% |
| 55Δ | 4.38 | 63.8% | 8.2% | 4.53 | 52.6% | 6.2% |
| 60Δ | 4.28 | 64.9% | 7.0% | 4.62 | 51.2% | 5.2% |
| 65Δ | 4.18 | 65.9% | 5.8% | 4.71 | 49.7% | 4.2% |
| 70Δ | 4.07 | 66.9% | 4.5% | 4.79 | 48.3% | 3.2% |
| 75Δ | 4.88 | 46.8% | 2.2% | |||
| 80Δ | 4.97 | 45.3% | 1.2% | |||
No recorded observations