Share price$2.35
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:10.008Z
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 · 2026-10-22T20:00:00.40570024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.47 | 236.9% | 179.8% | |||
| 25Δ | 5.56 | 198.7% | 141.5% | |||
| 30Δ | 4.66 | 160.4% | 103.2% | |||
| 35Δ | 3.76 | 122.1% | 64.9% | |||
| 40Δ | 2.85 | 83.8% | 26.6% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 2.73 | 83.2% | 5.0% | |||
| 65Δ | 3.15 | 103.5% | 4.5% | |||
| 70Δ | 3.58 | 123.8% | 3.9% | |||
| 75Δ | 4.00 | 144.0% | 3.4% | |||
| 80Δ | 4.42 | 164.3% | 2.9% | |||
No recorded observations