Share price$1.05
1D-7.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:58.651Z
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 · 2026-10-22T20:00:00.376052944Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.33 | 219.1% | 127.6% | |||
| 25Δ | 5.49 | 408.0% | 434.1% | |||
| 30Δ | 5.73 | 469.3% | 459.8% | |||
| 35Δ | 2.47 | 339.4% | 149.1% | 1.21 | 303.7% | 31.6% |
| 40Δ | 2.20 | 297.3% | 124.0% | 1.53 | 323.2% | 28.9% |
| 45Δ | 1.94 | 255.2% | 98.8% | 1.86 | 342.8% | 26.2% |
| 50Δ | 1.67 | 213.1% | 73.6% | 2.18 | 362.3% | 23.5% |
| 55Δ | 1.41 | 170.9% | 48.4% | 2.51 | 381.8% | 20.8% |
| 60Δ | 1.14 | 128.8% | 23.3% | 2.83 | 401.3% | 18.1% |
| 65Δ | 2.85 | 381.6% | 14.9% | |||
| 70Δ | 2.55 | 318.9% | 11.3% | |||
| 75Δ | 2.24 | 256.2% | 7.6% | |||
| 80Δ | 2.23 | 213.8% | 4.4% | |||
No recorded observations