Share price$3.48
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T00:24:57.928Z
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 · 2026-10-23T20:00:00.06251477Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.86 | 168.2% | 36.2% | |||
| 30Δ | 3.22 | 165.4% | 33.4% | |||
| 35Δ | 5.64 | 161.8% | 72.8% | 3.59 | 162.7% | 30.6% |
| 40Δ | 3.95 | 159.9% | 27.9% | |||
| 45Δ | 4.32 | 157.1% | 25.1% | |||
| 50Δ | 4.68 | 154.3% | 22.3% | |||
| 55Δ | 5.05 | 151.5% | 19.5% | |||
| 60Δ | 5.41 | 148.7% | 16.8% | |||
| 65Δ | 5.78 | 145.9% | 14.0% | |||
| 70Δ | 6.14 | 143.1% | 11.2% | |||
| 75Δ | 6.51 | 140.3% | 8.4% | |||
| 80Δ | 6.87 | 137.5% | 5.7% | |||
No recorded observations