Share price$2.31
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:10:51.497Z
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 · 2026-10-22T21:19:03.545349549Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.41 | 239.7% | 182.3% | |||
| 25Δ | 5.43 | 198.8% | 140.2% | |||
| 30Δ | 4.45 | 157.9% | 98.1% | |||
| 35Δ | 3.48 | 117.0% | 55.9% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 2.69 | 68.1% | 3.4% | |||
| 70Δ | 3.53 | 95.9% | 2.9% | |||
| 75Δ | 4.37 | 123.8% | 2.3% | |||
| 80Δ | 5.21 | 151.6% | 1.8% | |||
No recorded observations