Share price$4.40
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:43.281Z
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 · 2026-10-22T20:00:00.207906604Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.88 | 210.4% | 107.3% | 2.76 | 267.3% | 46.5% |
| 25Δ | 8.13 | 215.5% | 91.9% | 2.96 | 248.5% | 42.5% |
| 30Δ | 7.42 | 219.2% | 77.4% | 3.16 | 229.6% | 38.5% |
| 35Δ | 6.88 | 215.0% | 67.1% | 3.36 | 210.8% | 34.5% |
| 40Δ | 6.34 | 210.8% | 56.8% | 3.56 | 192.0% | 30.5% |
| 45Δ | 5.80 | 206.6% | 46.6% | 3.76 | 173.2% | 26.5% |
| 50Δ | 5.26 | 202.5% | 36.3% | 3.96 | 154.4% | 22.6% |
| 55Δ | 4.81 | 207.7% | 29.6% | 4.16 | 135.5% | 18.6% |
| 60Δ | 4.44 | 222.0% | 26.3% | 4.36 | 116.7% | 14.6% |
| 65Δ | 4.08 | 236.4% | 23.1% | 4.56 | 97.9% | 10.6% |
| 70Δ | 3.71 | 250.7% | 19.8% | 4.76 | 79.1% | 6.6% |
| 75Δ | 3.34 | 265.1% | 16.5% | 4.96 | 60.3% | 2.6% |
| 80Δ | 2.97 | 279.4% | 13.3% | |||
No recorded observations