Share price$0.99
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:17.965Z
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 · 2026-10-23T00:00:00.007971249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.61 | 169.4% | 68.9% | 0.64 | 417.2% | 56.5% |
| 25Δ | 1.74 | 221.4% | 85.9% | 0.73 | 394.5% | 51.4% |
| 30Δ | 1.86 | 273.5% | 102.9% | 0.82 | 371.9% | 46.4% |
| 35Δ | 1.99 | 325.6% | 119.9% | 0.91 | 349.2% | 41.3% |
| 40Δ | 2.12 | 377.7% | 136.9% | 1.00 | 326.5% | 36.3% |
| 45Δ | 2.25 | 429.7% | 153.9% | 1.09 | 303.9% | 31.3% |
| 50Δ | 2.38 | 481.8% | 170.9% | 1.18 | 281.2% | 26.2% |
| 55Δ | 2.93 | 553.7% | 232.1% | 1.28 | 258.5% | 21.2% |
| 60Δ | 6.93 | 798.4% | 651.7% | 1.37 | 235.9% | 16.1% |
| 65Δ | 4.97 | 789.4% | 453.3% | 1.46 | 213.2% | 11.1% |
| 70Δ | 4.22 | 686.4% | 377.3% | 1.80 | 239.9% | 8.6% |
| 75Δ | 3.47 | 583.5% | 301.4% | 3.81 | 376.2% | 8.6% |
| 80Δ | 2.72 | 480.6% | 225.5% | 7.18 | 469.5% | 8.6% |
No recorded observations