Share price$2.23
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:59:21.117Z
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 · 2026-10-22T23:00:00.002690881Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 2.68 | 191.9% | 15.3% | |||
| 55Δ | 3.17 | 210.4% | 13.8% | |||
| 60Δ | 3.66 | 228.9% | 12.3% | |||
| 65Δ | 4.15 | 247.4% | 10.7% | |||
| 70Δ | 4.64 | 265.9% | 9.2% | |||
| 75Δ | 6.38 | 321.7% | 8.1% | |||
| 80Δ | ||||||
No recorded observations