Share price$4.21
1D-3.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T09:58:07.376Z
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 · 2026-10-22T00:00:04.165054498Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T09:58:06.319674+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.99 | 253.0% | 40.9% | |||
| 25Δ | 3.30 | 225.0% | 34.5% | |||
| 30Δ | 9.88 | 309.8% | 146.1% | 3.61 | 198.2% | 28.3% |
| 35Δ | 7.43 | 260.7% | 88.6% | 3.92 | 171.4% | 22.0% |
| 40Δ | 6.22 | 231.1% | 61.1% | 4.17 | 161.4% | 18.6% |
| 45Δ | 5.37 | 198.2% | 41.6% | 4.40 | 157.3% | 16.1% |
| 50Δ | 4.84 | 178.5% | 30.1% | 4.63 | 153.1% | 13.7% |
| 55Δ | 4.53 | 171.9% | 24.6% | 4.86 | 149.0% | 11.2% |
| 60Δ | 4.22 | 165.2% | 19.1% | 5.14 | 147.5% | 9.2% |
| 65Δ | 3.93 | 159.2% | 14.4% | 5.49 | 150.1% | 7.7% |
| 70Δ | 3.70 | 154.9% | 11.9% | 5.84 | 152.7% | 6.3% |
| 75Δ | 3.48 | 150.5% | 9.3% | 6.21 | 151.5% | 4.8% |
| 80Δ | 3.25 | 146.1% | 6.7% | 6.60 | 147.1% | 3.5% |
No recorded observations