Share price$0.65
1D+3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T06:22:22.317Z
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 · 2026-10-21T20:00:00.20264942Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.42 | 343.5% | 279.9% | 0.72 | 732.3% | 86.7% |
| 25Δ | 2.37 | 383.0% | 276.4% | 0.83 | 696.6% | 79.7% |
| 30Δ | 2.22 | 414.3% | 259.0% | 0.94 | 661.0% | 72.6% |
| 35Δ | 2.08 | 445.5% | 241.7% | 1.06 | 625.4% | 65.6% |
| 40Δ | 1.93 | 476.8% | 224.3% | 1.17 | 589.8% | 58.6% |
| 45Δ | 1.78 | 508.1% | 207.0% | 1.29 | 554.2% | 51.6% |
| 50Δ | 1.64 | 539.4% | 189.6% | 1.40 | 518.6% | 44.6% |
| 55Δ | 1.49 | 570.7% | 172.3% | 1.51 | 482.9% | 37.6% |
| 60Δ | 1.35 | 602.0% | 154.9% | 1.63 | 447.3% | 30.6% |
| 65Δ | 1.20 | 633.3% | 137.6% | 1.74 | 411.7% | 23.6% |
| 70Δ | 1.06 | 664.6% | 120.3% | 1.86 | 376.1% | 16.5% |
| 75Δ | 0.91 | 695.9% | 102.9% | 1.97 | 340.5% | 9.5% |
| 80Δ | 0.77 | 727.2% | 85.6% | 3.32 | 365.8% | 5.8% |
No recorded observations