Share price$3.43
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:46:37.853Z
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 · 2026-10-23T15:29:05.329017798Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.80 | 164.4% | 35.7% | |||
| 30Δ | 3.14 | 160.5% | 33.1% | |||
| 35Δ | 5.62 | 164.3% | 74.8% | 3.48 | 156.6% | 30.5% |
| 40Δ | 3.82 | 152.8% | 27.9% | |||
| 45Δ | 4.16 | 148.9% | 25.2% | |||
| 50Δ | 4.50 | 145.0% | 22.6% | |||
| 55Δ | 4.84 | 141.1% | 20.0% | |||
| 60Δ | 5.18 | 137.2% | 17.4% | |||
| 65Δ | 5.52 | 133.4% | 14.7% | |||
| 70Δ | 5.86 | 129.5% | 12.1% | |||
| 75Δ | 6.20 | 125.6% | 9.5% | |||
| 80Δ | 6.54 | 121.7% | 6.9% | |||
No recorded observations