Share price$4.81
1D-9.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:24.617Z
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 · 2026-10-23T00:00:03.706596391Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.24 | 229.5% | 118.3% | 3.34 | 290.3% | 44.3% |
| 25Δ | 9.51 | 238.5% | 105.2% | 3.81 | 243.0% | 35.4% |
| 30Δ | 8.64 | 239.7% | 89.0% | 4.23 | 222.9% | 29.8% |
| 35Δ | 7.64 | 230.2% | 70.0% | 4.61 | 220.8% | 26.2% |
| 40Δ | 7.17 | 238.7% | 62.7% | 4.99 | 218.8% | 22.6% |
| 45Δ | 6.39 | 222.3% | 48.1% | 7.06 | 332.1% | 25.1% |
| 50Δ | 5.78 | 212.8% | 37.4% | 6.06 | 237.7% | 18.1% |
| 55Δ | 5.40 | 218.0% | 32.5% | 8.24 | 322.4% | 18.9% |
| 60Δ | 5.01 | 223.2% | 27.5% | 10.03 | 349.7% | 16.8% |
| 65Δ | 4.63 | 226.0% | 23.1% | 11.02 | 340.6% | 13.7% |
| 70Δ | 4.24 | 228.6% | 18.6% | 19.04 | 404.5% | 11.6% |
| 75Δ | 3.86 | 225.9% | 14.4% | 15.00 | 347.5% | 8.5% |
| 80Δ | 3.50 | 215.1% | 10.5% | 27.83 | 431.0% | 6.4% |
No recorded observations