Share price$1.44
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:14.954Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:00.659532898Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.02 | 190.5% | 42.1% | |||
| 25Δ | 2.54 | 132.1% | 83.0% | 1.12 | 183.3% | 38.4% |
| 30Δ | 3.26 | 196.3% | 138.0% | 1.23 | 176.2% | 34.7% |
| 35Δ | 3.99 | 260.6% | 192.9% | 1.34 | 169.0% | 30.9% |
| 40Δ | 4.71 | 324.8% | 247.9% | 1.45 | 161.9% | 27.2% |
| 45Δ | 3.39 | 296.6% | 158.0% | 1.55 | 154.7% | 23.5% |
| 50Δ | 1.66 | 147.6% | 19.7% | |||
| 55Δ | 1.77 | 140.4% | 16.0% | |||
| 60Δ | 1.88 | 133.3% | 12.3% | |||
| 65Δ | 1.98 | 126.1% | 8.5% | |||
| 70Δ | 2.70 | 172.4% | 8.0% | |||
| 75Δ | 3.39 | 197.5% | 6.6% | |||
| 80Δ | 3.99 | 205.5% | 4.5% | |||
No recorded observations