Share price$2.13
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:20.853Z
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 · 2026-10-22T14:49:48.706021439Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.60 | 151.6% | 72.8% | |||
| 25Δ | 2.91 | 122.6% | 41.2% | |||
| 30Δ | 2.79 | 122.3% | 37.3% | |||
| 35Δ | 2.68 | 121.9% | 33.3% | 2.02 | 80.7% | 11.8% |
| 40Δ | 2.56 | 121.6% | 29.4% | 2.12 | 84.6% | 10.8% |
| 45Δ | 2.44 | 121.2% | 25.5% | 2.23 | 88.5% | 9.8% |
| 50Δ | 2.33 | 120.9% | 21.5% | 2.34 | 92.5% | 8.8% |
| 55Δ | 2.21 | 120.5% | 17.6% | 2.45 | 96.4% | 7.8% |
| 60Δ | 2.10 | 120.2% | 13.7% | 2.55 | 100.3% | 6.8% |
| 65Δ | 1.98 | 121.0% | 10.1% | 2.66 | 104.3% | 5.8% |
| 70Δ | 1.82 | 128.6% | 8.7% | 2.77 | 108.2% | 4.8% |
| 75Δ | 1.67 | 136.2% | 7.2% | 2.88 | 112.1% | 3.7% |
| 80Δ | 1.51 | 143.8% | 5.8% | 2.98 | 116.1% | 2.7% |
No recorded observations