Share price$5.36
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:36.498Z
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 · 2026-10-22T20:00:00.811110629Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.12 | 222.8% | 113.0% | 3.74 | 215.7% | 37.4% |
| 25Δ | 9.28 | 202.5% | 79.8% | 4.29 | 150.4% | 25.9% |
| 30Δ | 9.10 | 207.1% | 77.8% | 4.84 | 85.2% | 14.3% |
| 35Δ | 6.91 | 144.0% | 36.6% | 5.11 | 68.7% | 10.3% |
| 40Δ | 6.63 | 132.4% | 31.8% | 5.28 | 72.2% | 9.4% |
| 45Δ | 6.34 | 120.8% | 27.0% | 5.44 | 75.8% | 8.5% |
| 50Δ | 6.06 | 109.2% | 22.2% | 5.60 | 79.3% | 7.6% |
| 55Δ | 5.77 | 97.5% | 17.5% | 5.76 | 82.9% | 6.7% |
| 60Δ | 5.49 | 85.9% | 12.7% | 5.92 | 86.5% | 5.8% |
| 65Δ | 5.20 | 74.3% | 7.9% | 6.17 | 91.1% | 4.9% |
| 70Δ | 4.91 | 71.2% | 4.4% | 6.51 | 96.6% | 4.1% |
| 75Δ | 4.60 | 89.3% | 4.1% | 6.85 | 102.1% | 3.3% |
| 80Δ | 4.29 | 107.4% | 3.8% | 8.56 | 152.6% | 3.4% |
No recorded observations