Share price$1.15
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:55:05.409Z
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 · 2026-10-22T22:01:09.690865089Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.03 | 281.4% | 45.4% | |||
| 30Δ | 2.39 | 196.5% | 118.6% | 1.51 | 294.2% | 41.6% |
| 35Δ | 2.23 | 201.7% | 108.2% | 1.98 | 307.1% | 37.8% |
| 40Δ | 2.07 | 206.8% | 97.9% | 2.46 | 319.9% | 34.0% |
| 45Δ | 1.91 | 212.0% | 87.5% | 2.93 | 332.7% | 30.2% |
| 50Δ | 1.75 | 217.1% | 77.1% | 3.41 | 345.5% | 26.4% |
| 55Δ | 1.59 | 222.3% | 66.8% | 3.88 | 358.3% | 22.7% |
| 60Δ | 1.43 | 227.4% | 56.4% | |||
| 65Δ | 1.27 | 232.6% | 46.0% | |||
| 70Δ | 1.11 | 237.7% | 35.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations