Share price$1.00
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:07:33.706Z
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 · 2026-10-22T20:17:06.418642383Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.61 | 164.9% | 66.7% | 0.65 | 416.3% | 56.5% |
| 25Δ | 1.74 | 216.9% | 83.7% | 0.75 | 393.4% | 51.3% |
| 30Δ | 1.87 | 268.8% | 100.7% | 0.84 | 370.5% | 46.2% |
| 35Δ | 2.00 | 320.7% | 117.7% | 0.93 | 347.6% | 41.0% |
| 40Δ | 2.13 | 372.6% | 134.6% | 1.03 | 324.7% | 35.9% |
| 45Δ | 2.26 | 424.6% | 151.6% | 1.12 | 301.9% | 30.7% |
| 50Δ | 2.39 | 476.5% | 168.6% | 1.21 | 279.0% | 25.5% |
| 55Δ | 3.14 | 557.8% | 250.0% | 1.31 | 256.1% | 20.4% |
| 60Δ | 7.10 | 797.1% | 659.9% | 1.40 | 233.2% | 15.2% |
| 65Δ | 1.49 | 210.3% | 10.1% | |||
| 70Δ | 2.06 | 278.5% | 9.7% | |||
| 75Δ | 5.27 | 448.4% | 9.7% | |||
| 80Δ | ||||||
No recorded observations