Share price$4.97
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:13:38.681Z
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 · 2026-10-22T15:13:35.068880575Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.98 | 110.6% | 84.9% | |||
| 25Δ | 8.44 | 106.3% | 75.1% | |||
| 30Δ | 7.89 | 102.1% | 65.2% | |||
| 35Δ | 7.34 | 97.8% | 55.4% | |||
| 40Δ | 6.79 | 93.6% | 45.5% | |||
| 45Δ | 6.25 | 89.3% | 35.6% | |||
| 50Δ | 5.70 | 85.1% | 25.8% | |||
| 55Δ | 5.15 | 80.9% | 15.9% | |||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations