Share price$2.74
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:06:52.221Z
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 · 2026-10-22T14:06:42.779181758Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.14 | 241.3% | 131.0% | |||
| 25Δ | 6.76 | 293.0% | 156.3% | |||
| 30Δ | 7.38 | 344.6% | 181.7% | |||
| 35Δ | 6.99 | 326.2% | 168.0% | 2.69 | 170.5% | 21.7% |
| 40Δ | 6.36 | 291.3% | 145.1% | 3.17 | 179.0% | 19.9% |
| 45Δ | 5.73 | 256.5% | 122.2% | 3.65 | 187.5% | 18.0% |
| 50Δ | 5.10 | 221.6% | 99.3% | 4.14 | 195.9% | 16.2% |
| 55Δ | 4.47 | 186.7% | 76.4% | 4.62 | 204.4% | 14.3% |
| 60Δ | 3.84 | 151.9% | 53.6% | 5.10 | 212.9% | 12.5% |
| 65Δ | 3.21 | 117.0% | 30.7% | 5.59 | 221.3% | 10.6% |
| 70Δ | 2.58 | 82.2% | 7.8% | 6.07 | 229.8% | 8.8% |
| 75Δ | 6.55 | 238.3% | 6.9% | |||
| 80Δ | 7.03 | 246.7% | 5.1% | |||
No recorded observations