Share price$1.00
1D+3.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:54:41.352Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T15:54:25.191157311Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.65 | 201.8% | 41.3% | |||
| 35Δ | 2.60 | 213.7% | 36.1% | |||
| 40Δ | 3.56 | 225.7% | 31.0% | |||
| 45Δ | 1.42 | 107.6% | 59.1% | 4.51 | 237.6% | 25.8% |
| 50Δ | 1.30 | 101.9% | 48.4% | 5.46 | 249.6% | 20.7% |
| 55Δ | 1.17 | 96.2% | 37.8% | 6.42 | 261.5% | 15.5% |
| 60Δ | 1.05 | 90.5% | 27.1% | 7.37 | 273.5% | 10.4% |
| 65Δ | 0.94 | 93.9% | 21.2% | 2.35 | 143.6% | 9.7% |
| 70Δ | 0.85 | 103.1% | 18.5% | 2.35 | 135.1% | 6.8% |
| 75Δ | 0.76 | 112.3% | 15.7% | |||
| 80Δ | 0.67 | 121.5% | 13.0% | |||
No recorded observations