Share price$1.53
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:20:31.262Z
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 · 2026-10-22T20:00:04.221242037Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 2.19 | 284.5% | 25.5% | |||
| 45Δ | 2.99 | 341.5% | 24.4% | |||
| 50Δ | 3.80 | 398.4% | 23.3% | |||
| 55Δ | 1.98 | 298.3% | 53.6% | 4.60 | 455.4% | 22.1% |
| 60Δ | 1.69 | 247.2% | 34.9% | 2.92 | 270.4% | 13.6% |
| 65Δ | 5.05 | 560.9% | 274.2% | 2.08 | 170.8% | 8.8% |
| 70Δ | 5.99 | 800.0% | 348.7% | 2.18 | 163.0% | 7.1% |
| 75Δ | 4.12 | 674.3% | 223.2% | 2.29 | 155.3% | 5.4% |
| 80Δ | 2.36 | 422.6% | 101.6% | 2.39 | 147.6% | 3.7% |
No recorded observations