Share price$3.08
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:37:55.107Z
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 · 2026-10-22T20:00:01.936265403Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.99 | 161.7% | 66.5% | |||
| 25Δ | 4.76 | 171.2% | 62.0% | 2.52 | 169.1% | 27.5% |
| 30Δ | 4.53 | 180.7% | 57.5% | 2.99 | 178.5% | 25.5% |
| 35Δ | 4.30 | 190.2% | 53.1% | 3.45 | 187.8% | 23.5% |
| 40Δ | 4.07 | 199.8% | 48.6% | 3.91 | 197.2% | 21.5% |
| 45Δ | 3.84 | 209.3% | 44.1% | 4.37 | 206.6% | 19.4% |
| 50Δ | 3.62 | 218.8% | 39.7% | 4.83 | 215.9% | 17.4% |
| 55Δ | 3.39 | 228.4% | 35.2% | 5.29 | 225.3% | 15.4% |
| 60Δ | 3.16 | 237.9% | 30.7% | 5.75 | 234.7% | 13.4% |
| 65Δ | 2.93 | 247.4% | 26.3% | 6.22 | 244.0% | 11.3% |
| 70Δ | 2.70 | 256.9% | 21.8% | 6.68 | 253.4% | 9.3% |
| 75Δ | 4.20 | 447.1% | 87.8% | 7.14 | 262.7% | 7.3% |
| 80Δ | ||||||
No recorded observations