Share price$2.65
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:12:31.354Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T18:08:38.547865414Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.57 | 102.8% | 76.7% | |||
| 25Δ | 4.34 | 99.2% | 69.1% | |||
| 30Δ | 4.10 | 95.6% | 61.4% | |||
| 35Δ | 3.87 | 92.0% | 53.7% | 2.78 | 50.6% | 8.9% |
| 40Δ | 3.63 | 88.4% | 46.0% | 3.28 | 66.4% | 8.4% |
| 45Δ | 3.40 | 84.9% | 38.3% | 3.79 | 82.2% | 7.8% |
| 50Δ | 3.17 | 81.3% | 30.6% | 4.29 | 98.1% | 7.2% |
| 55Δ | 2.93 | 77.7% | 23.0% | 4.79 | 113.9% | 6.7% |
| 60Δ | 2.70 | 74.1% | 15.3% | 5.29 | 129.8% | 6.1% |
| 65Δ | 5.79 | 145.6% | 5.5% | |||
| 70Δ | 6.29 | 161.5% | 5.0% | |||
| 75Δ | 6.80 | 177.3% | 4.4% | |||
| 80Δ | 7.30 | 193.2% | 3.8% | |||
No recorded observations