Share price$3.17
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:20.840Z
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 · 2026-10-22T23:29:11.554501207Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.22 | 219.2% | 38.7% | |||
| 25Δ | 5.98 | 225.8% | 95.7% | 2.45 | 191.1% | 32.0% |
| 30Δ | 5.15 | 207.8% | 70.9% | 2.69 | 163.1% | 25.3% |
| 35Δ | 4.53 | 186.0% | 52.4% | 2.92 | 135.0% | 18.6% |
| 40Δ | 3.99 | 164.5% | 36.1% | 3.10 | 125.6% | 15.3% |
| 45Δ | 3.78 | 159.2% | 31.1% | 3.26 | 124.9% | 13.6% |
| 50Δ | 3.57 | 153.8% | 26.2% | 3.41 | 124.3% | 11.9% |
| 55Δ | 3.36 | 148.5% | 21.2% | 3.57 | 123.7% | 10.1% |
| 60Δ | 3.15 | 143.1% | 16.2% | 3.72 | 123.1% | 8.4% |
| 65Δ | 2.94 | 140.0% | 12.2% | 3.88 | 122.4% | 6.7% |
| 70Δ | 2.76 | 142.1% | 10.3% | 4.06 | 122.1% | 5.2% |
| 75Δ | 2.57 | 144.1% | 8.4% | 4.34 | 122.7% | 4.1% |
| 80Δ | 2.39 | 146.1% | 6.5% | 4.62 | 123.3% | 2.9% |
No recorded observations