Share price$3.08
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:02:19.829Z
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 · 2026-10-22T20:00:00.397911919Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.51 | 110.9% | 51.0% | 2.36 | 116.0% | 27.5% |
| 25Δ | 4.32 | 112.9% | 46.3% | 2.52 | 110.3% | 23.6% |
| 30Δ | 4.13 | 115.0% | 41.6% | 2.67 | 104.7% | 19.7% |
| 35Δ | 3.95 | 117.0% | 36.8% | 2.83 | 99.1% | 15.8% |
| 40Δ | 3.76 | 119.0% | 32.1% | 2.98 | 93.4% | 11.9% |
| 45Δ | 3.57 | 121.1% | 27.4% | 3.29 | 101.4% | 10.5% |
| 50Δ | 3.38 | 123.1% | 22.6% | 3.63 | 111.4% | 9.5% |
| 55Δ | 3.19 | 125.1% | 17.9% | 3.96 | 121.3% | 8.5% |
| 60Δ | 3.01 | 127.2% | 13.1% | 4.30 | 131.2% | 7.5% |
| 65Δ | 2.74 | 141.6% | 11.4% | 4.64 | 141.2% | 6.5% |
| 70Δ | 2.48 | 156.4% | 9.8% | 4.97 | 151.1% | 5.5% |
| 75Δ | 2.21 | 171.2% | 8.2% | 5.31 | 161.0% | 4.5% |
| 80Δ | 1.95 | 186.0% | 6.6% | 5.64 | 171.0% | 3.5% |
No recorded observations