Share price$3.49
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:44.922Z
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 · 2026-10-22T20:00:00.65317624Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.50 | 170.2% | 39.1% | |||
| 25Δ | 2.87 | 167.6% | 36.3% | |||
| 30Δ | 3.24 | 165.0% | 33.5% | |||
| 35Δ | 3.61 | 162.4% | 30.7% | |||
| 40Δ | 6.85 | 229.5% | 112.8% | 3.98 | 159.8% | 27.9% |
| 45Δ | 4.98 | 180.1% | 59.2% | 4.35 | 157.2% | 25.1% |
| 50Δ | 4.73 | 167.8% | 53.4% | 4.72 | 154.6% | 22.3% |
| 55Δ | 4.48 | 155.4% | 47.5% | 5.09 | 152.0% | 19.5% |
| 60Δ | 4.23 | 143.0% | 41.6% | 5.46 | 149.5% | 16.6% |
| 65Δ | 3.98 | 130.7% | 35.8% | 5.83 | 146.9% | 13.8% |
| 70Δ | 3.73 | 118.3% | 29.9% | 6.20 | 144.3% | 11.0% |
| 75Δ | 3.48 | 106.0% | 24.0% | 6.57 | 141.7% | 8.2% |
| 80Δ | 3.23 | 93.6% | 18.2% | 6.94 | 139.1% | 5.4% |
No recorded observations