Share price$4.12
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:15.944Z
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 · 2026-10-22T20:40:52.216093188Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.61 | 182.8% | 137.0% | 2.79 | 171.8% | 38.1% |
| 25Δ | 6.14 | 112.9% | 52.7% | 2.95 | 163.2% | 35.3% |
| 30Δ | 4.86 | 96.5% | 23.9% | 3.11 | 154.5% | 32.5% |
| 35Δ | 4.66 | 106.1% | 22.3% | 3.28 | 145.9% | 29.8% |
| 40Δ | 4.45 | 115.7% | 20.6% | 3.44 | 137.2% | 27.0% |
| 45Δ | 4.25 | 125.3% | 19.0% | 3.60 | 128.5% | 24.2% |
| 50Δ | 4.04 | 135.0% | 17.3% | 3.77 | 119.9% | 21.4% |
| 55Δ | 3.84 | 144.6% | 15.7% | 3.93 | 111.2% | 18.7% |
| 60Δ | 3.63 | 154.2% | 14.0% | 4.09 | 102.6% | 15.9% |
| 65Δ | 3.43 | 163.8% | 12.4% | 4.26 | 93.9% | 13.1% |
| 70Δ | 3.22 | 173.4% | 10.8% | 4.42 | 85.2% | 10.4% |
| 75Δ | 3.02 | 183.0% | 9.1% | 4.58 | 76.6% | 7.6% |
| 80Δ | 2.81 | 192.7% | 7.5% | 4.74 | 67.9% | 4.8% |
No recorded observations