Share price$4.18
1D-3.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:50:37.064Z
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 · 2026-10-22T15:43:52.339680151Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.67 | 103.3% | 38.6% | 2.96 | 257.5% | 41.2% |
| 25Δ | 5.40 | 103.7% | 33.2% | 3.27 | 203.9% | 32.2% |
| 30Δ | 5.14 | 104.0% | 27.8% | 3.57 | 153.4% | 23.6% |
| 35Δ | 4.92 | 103.6% | 23.7% | 3.86 | 103.0% | 14.9% |
| 40Δ | 4.75 | 102.5% | 20.9% | 4.13 | 87.9% | 10.7% |
| 45Δ | 4.58 | 101.5% | 18.2% | 4.36 | 104.2% | 10.5% |
| 50Δ | 4.41 | 100.4% | 15.5% | 4.60 | 120.6% | 10.2% |
| 55Δ | 4.24 | 99.3% | 12.7% | 4.84 | 136.9% | 9.9% |
| 60Δ | 4.07 | 98.2% | 10.0% | 5.08 | 146.5% | 9.2% |
| 65Δ | 3.86 | 109.0% | 8.5% | 5.32 | 141.6% | 7.6% |
| 70Δ | 3.61 | 128.5% | 7.9% | 5.56 | 136.7% | 6.0% |
| 75Δ | 3.36 | 148.1% | 7.3% | 5.80 | 131.7% | 4.4% |
| 80Δ | 3.11 | 167.7% | 6.7% | 6.44 | 140.7% | 3.1% |
No recorded observations