Share price$2.17
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:12:59.762Z
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 · 2026-10-22T20:00:00.221232719Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.71 | 152.3% | 74.6% | |||
| 25Δ | 2.92 | 117.3% | 39.0% | |||
| 30Δ | 2.81 | 116.2% | 35.3% | |||
| 35Δ | 2.70 | 115.1% | 31.6% | 2.06 | 87.3% | 12.9% |
| 40Δ | 2.59 | 114.0% | 27.9% | 2.16 | 89.3% | 11.7% |
| 45Δ | 2.48 | 112.9% | 24.2% | 2.26 | 91.2% | 10.6% |
| 50Δ | 2.37 | 111.8% | 20.6% | 2.36 | 93.2% | 9.5% |
| 55Δ | 2.26 | 110.7% | 16.9% | 2.46 | 95.1% | 8.3% |
| 60Δ | 2.15 | 109.6% | 13.2% | 2.56 | 97.1% | 7.2% |
| 65Δ | 2.04 | 108.5% | 9.5% | 2.66 | 99.1% | 6.0% |
| 70Δ | 2.76 | 101.0% | 4.9% | |||
| 75Δ | 2.86 | 103.0% | 3.7% | |||
| 80Δ | 2.95 | 104.9% | 2.6% | |||
No recorded observations