Share price$1.18
1D-1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:41:50.411Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T16:38:42.870863635Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.38 | 191.6% | 112.8% | |||
| 35Δ | 2.22 | 195.7% | 102.8% | |||
| 40Δ | 2.07 | 199.8% | 92.8% | |||
| 45Δ | 1.91 | 203.9% | 82.7% | |||
| 50Δ | 1.75 | 208.0% | 72.7% | |||
| 55Δ | 1.59 | 212.1% | 62.7% | |||
| 60Δ | 1.44 | 216.2% | 52.7% | |||
| 65Δ | 1.28 | 220.4% | 42.7% | |||
| 70Δ | 1.12 | 224.5% | 32.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations