Share price$2.61
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:49:30.175Z
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 · 2026-10-22T20:27:24.686004761Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.55 | 105.3% | 78.6% | |||
| 25Δ | 4.31 | 102.0% | 70.5% | |||
| 30Δ | 4.07 | 98.6% | 62.4% | |||
| 35Δ | 3.83 | 95.3% | 54.4% | 2.55 | 40.1% | 8.0% |
| 40Δ | 3.59 | 91.9% | 46.3% | 3.05 | 54.9% | 7.4% |
| 45Δ | 3.34 | 88.5% | 38.3% | 3.54 | 69.8% | 6.8% |
| 50Δ | 3.10 | 85.2% | 30.2% | 4.04 | 84.6% | 6.3% |
| 55Δ | 2.86 | 81.8% | 22.1% | 4.53 | 99.5% | 5.7% |
| 60Δ | 2.62 | 78.5% | 14.1% | 5.03 | 114.3% | 5.1% |
| 65Δ | 5.52 | 129.1% | 4.6% | |||
| 70Δ | 6.02 | 144.0% | 4.0% | |||
| 75Δ | 6.51 | 158.8% | 3.4% | |||
| 80Δ | 7.01 | 173.7% | 2.9% | |||
No recorded observations