Share price$2.40
1D-7.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:13.626Z
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 · 2026-10-23T00:00:00.080034503Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.51 | 180.0% | 93.8% | |||
| 25Δ | 4.25 | 182.7% | 84.9% | |||
| 30Δ | 3.99 | 185.4% | 76.0% | |||
| 35Δ | 3.73 | 188.1% | 67.0% | 2.62 | 338.3% | 34.0% |
| 40Δ | 3.47 | 190.8% | 58.1% | 2.91 | 327.0% | 30.7% |
| 45Δ | 3.21 | 193.5% | 49.2% | 3.19 | 315.7% | 27.3% |
| 50Δ | 2.95 | 196.2% | 40.3% | 3.48 | 304.4% | 24.0% |
| 55Δ | 2.69 | 198.8% | 31.4% | 3.77 | 293.1% | 20.6% |
| 60Δ | 4.05 | 281.8% | 17.3% | |||
| 65Δ | 4.34 | 270.5% | 13.9% | |||
| 70Δ | 4.63 | 259.2% | 10.6% | |||
| 75Δ | 4.91 | 247.8% | 7.3% | |||
| 80Δ | 5.48 | 238.3% | 5.0% | |||
No recorded observations