Share price$3.22
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:01.362Z
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 · 2026-10-23T00:00:04.345434167Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.25 | 220.4% | 38.7% | |||
| 25Δ | 5.98 | 222.1% | 92.6% | 2.50 | 191.5% | 31.7% |
| 30Δ | 5.16 | 203.8% | 68.5% | 2.75 | 162.6% | 24.7% |
| 35Δ | 4.56 | 182.2% | 50.7% | 3.00 | 133.7% | 17.7% |
| 40Δ | 4.00 | 159.8% | 34.4% | 3.17 | 133.7% | 15.9% |
| 45Δ | 3.80 | 154.2% | 29.7% | 3.33 | 133.8% | 14.1% |
| 50Δ | 3.60 | 148.7% | 25.0% | 3.50 | 133.9% | 12.3% |
| 55Δ | 3.40 | 143.3% | 20.3% | 3.66 | 134.1% | 10.5% |
| 60Δ | 3.20 | 137.8% | 15.7% | 3.83 | 134.2% | 8.7% |
| 65Δ | 3.00 | 132.3% | 11.0% | 4.00 | 134.3% | 6.9% |
| 70Δ | 2.83 | 129.2% | 9.3% | 4.30 | 137.1% | 5.7% |
| 75Δ | 2.67 | 126.0% | 7.7% | 4.62 | 140.0% | 4.4% |
| 80Δ | 2.50 | 122.9% | 6.0% | 4.93 | 142.9% | 3.2% |
No recorded observations