Share price$4.85
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:09.199Z
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 · 2026-10-22T20:00:00.66764461Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | 5.18 | 182.3% | 17.6% | |||
| 50Δ | 5.44 | 173.2% | 14.9% | |||
| 55Δ | 5.71 | 164.0% | 12.2% | |||
| 60Δ | 5.97 | 154.8% | 9.5% | |||
| 65Δ | 6.16 | 144.7% | 7.9% | |||
| 70Δ | 6.34 | 134.6% | 6.4% | |||
| 75Δ | 3.91 | 193.2% | 11.6% | 6.52 | 124.4% | 4.9% |
| 80Δ | 3.62 | 181.9% | 8.7% | 6.70 | 114.2% | 3.4% |
No recorded observations