Share price$2.76
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:57:39.910Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T17:57:12.295666465Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 2.63 | 98.5% | 18.4% | |||
| 40Δ | 2.86 | 99.9% | 16.7% | |||
| 45Δ | 3.09 | 101.3% | 15.1% | |||
| 50Δ | 3.32 | 102.7% | 13.4% | |||
| 55Δ | 3.55 | 104.1% | 11.8% | |||
| 60Δ | 3.78 | 105.5% | 10.1% | |||
| 65Δ | 4.01 | 106.9% | 8.4% | |||
| 70Δ | 4.24 | 108.3% | 6.8% | |||
| 75Δ | 4.47 | 109.7% | 5.1% | |||
| 80Δ | 4.70 | 111.1% | 3.4% | |||
No recorded observations