Share price$4.18
1D-3.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:39:53.338Z
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 · 2026-10-22T14:38:49.319341399Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.64 | 101.2% | 37.7% | 2.96 | 257.3% | 41.2% |
| 25Δ | 5.35 | 99.8% | 31.7% | 3.27 | 219.4% | 34.0% |
| 30Δ | 5.06 | 98.5% | 25.6% | 3.56 | 186.1% | 27.2% |
| 35Δ | 4.87 | 101.1% | 22.7% | 3.85 | 152.8% | 20.5% |
| 40Δ | 4.71 | 104.6% | 20.6% | 4.11 | 136.5% | 16.1% |
| 45Δ | 4.55 | 108.1% | 18.5% | 4.35 | 139.7% | 14.3% |
| 50Δ | 4.39 | 111.5% | 16.4% | 4.59 | 142.8% | 12.6% |
| 55Δ | 4.23 | 115.0% | 14.2% | 4.83 | 145.9% | 10.9% |
| 60Δ | 4.07 | 118.5% | 12.1% | 5.08 | 146.5% | 9.2% |
| 65Δ | 3.86 | 128.1% | 10.6% | 5.32 | 141.6% | 7.6% |
| 70Δ | 3.61 | 142.1% | 9.4% | 5.56 | 136.6% | 6.0% |
| 75Δ | 3.36 | 156.0% | 8.2% | 5.80 | 131.7% | 4.4% |
| 80Δ | 3.11 | 170.0% | 7.0% | 6.44 | 140.6% | 3.1% |
No recorded observations