Share price$3.03
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:57:26.138Z
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 · 2026-10-21T20:00:00.083557576Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.19 | 251.9% | 144.3% | |||
| 25Δ | 6.86 | 270.6% | 136.2% | 2.71 | 114.0% | 20.5% |
| 30Δ | 6.52 | 289.2% | 128.0% | 2.97 | 125.4% | 19.2% |
| 35Δ | 6.18 | 307.9% | 119.9% | 3.22 | 136.9% | 17.8% |
| 40Δ | 5.84 | 326.6% | 111.8% | 3.48 | 148.3% | 16.4% |
| 45Δ | 5.51 | 345.3% | 103.6% | 3.74 | 159.8% | 15.1% |
| 50Δ | 5.17 | 364.0% | 95.5% | 4.00 | 171.3% | 13.7% |
| 55Δ | 4.72 | 348.7% | 82.2% | 4.26 | 182.7% | 12.3% |
| 60Δ | 4.17 | 298.7% | 63.7% | 4.52 | 194.2% | 11.0% |
| 65Δ | 3.61 | 248.8% | 45.2% | 4.78 | 205.7% | 9.6% |
| 70Δ | 3.06 | 198.9% | 26.7% | 5.19 | 219.8% | 8.2% |
| 75Δ | 2.50 | 149.0% | 8.2% | 6.56 | 250.0% | 6.9% |
| 80Δ | ||||||
No recorded observations