Share price$2.75
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:58:36.215Z
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 · 2026-10-22T14:54:46.011260826Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 6.99 | 326.0% | 167.6% | 2.60 | 168.0% | 21.8% |
| 40Δ | 6.37 | 291.4% | 145.0% | 2.84 | 168.1% | 19.8% |
| 45Δ | 5.75 | 256.9% | 122.5% | 3.09 | 168.1% | 17.9% |
| 50Δ | 5.13 | 222.3% | 99.9% | 3.33 | 168.2% | 15.9% |
| 55Δ | 4.50 | 187.8% | 77.4% | 3.57 | 168.3% | 14.0% |
| 60Δ | 3.88 | 153.3% | 54.8% | 3.82 | 168.4% | 12.0% |
| 65Δ | 3.26 | 118.7% | 32.3% | 4.06 | 168.4% | 10.1% |
| 70Δ | 2.64 | 84.2% | 9.7% | 4.30 | 168.5% | 8.1% |
| 75Δ | 4.55 | 168.6% | 6.2% | |||
| 80Δ | 4.79 | 168.7% | 4.2% | |||
No recorded observations