Share price$4.18
1D-4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:50:32.527Z
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 · 2026-10-22T23:00:00.001872607Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.80 | 183.1% | 138.0% | 2.84 | 174.3% | 38.1% |
| 25Δ | 6.47 | 115.6% | 58.4% | 3.03 | 165.4% | 35.0% |
| 30Δ | 4.89 | 90.2% | 22.3% | 3.21 | 156.6% | 31.9% |
| 35Δ | 4.69 | 98.1% | 20.7% | 3.40 | 147.7% | 28.8% |
| 40Δ | 4.49 | 106.0% | 19.2% | 3.58 | 138.8% | 25.6% |
| 45Δ | 4.29 | 113.9% | 17.6% | 3.77 | 130.0% | 22.5% |
| 50Δ | 4.09 | 121.7% | 16.0% | 3.95 | 121.1% | 19.4% |
| 55Δ | 3.89 | 129.6% | 14.4% | 4.14 | 112.2% | 16.3% |
| 60Δ | 3.69 | 137.5% | 12.8% | 4.33 | 103.3% | 13.2% |
| 65Δ | 3.49 | 145.4% | 11.3% | 4.51 | 94.5% | 10.1% |
| 70Δ | 3.29 | 153.2% | 9.7% | 4.70 | 85.6% | 7.0% |
| 75Δ | 3.08 | 161.1% | 8.1% | 4.88 | 76.7% | 3.9% |
| 80Δ | 2.88 | 169.0% | 6.5% | 5.29 | 76.8% | 1.7% |
No recorded observations