Share price$1.43
1D-7.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:49:37.853Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T21:27:01.359793789Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.02 | 171.3% | 43.7% | |||
| 25Δ | 1.19 | 179.5% | 40.0% | |||
| 30Δ | 1.37 | 187.8% | 36.3% | |||
| 35Δ | 1.52 | 189.9% | 32.6% | |||
| 40Δ | 1.57 | 176.2% | 29.2% | |||
| 45Δ | 1.63 | 162.5% | 25.7% | |||
| 50Δ | 1.91 | 156.8% | 53.6% | 1.68 | 148.9% | 22.2% |
| 55Δ | 1.78 | 166.0% | 48.7% | 1.74 | 135.2% | 18.8% |
| 60Δ | 1.65 | 175.3% | 43.7% | 1.79 | 121.6% | 15.3% |
| 65Δ | 1.52 | 184.6% | 38.7% | 1.85 | 107.9% | 11.8% |
| 70Δ | 1.34 | 199.6% | 33.3% | 1.90 | 94.3% | 8.4% |
| 75Δ | 1.16 | 215.6% | 27.9% | 1.96 | 80.6% | 4.9% |
| 80Δ | 0.97 | 231.5% | 22.4% | 2.80 | 100.8% | 2.1% |
No recorded observations