Share price$1.79
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:36.594Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
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 · 2026-10-22T20:49:42.339777189Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.24 | 299.1% | 199.3% | 1.34 | 159.5% | 30.8% |
| 25Δ | 4.37 | 255.3% | 151.4% | 1.51 | 117.1% | 21.3% |
| 30Δ | 3.60 | 204.9% | 108.4% | 1.58 | 112.9% | 19.2% |
| 35Δ | 2.83 | 154.5% | 65.3% | 1.64 | 108.6% | 17.0% |
| 40Δ | 2.06 | 104.1% | 22.3% | 1.71 | 104.4% | 14.9% |
| 45Δ | 1.93 | 115.8% | 18.1% | 1.77 | 100.2% | 12.7% |
| 50Δ | 1.85 | 133.3% | 17.5% | 1.83 | 95.9% | 10.6% |
| 55Δ | 1.77 | 150.7% | 16.8% | 1.90 | 91.7% | 8.4% |
| 60Δ | 1.70 | 168.2% | 16.2% | 1.96 | 87.4% | 6.3% |
| 65Δ | 1.62 | 185.6% | 15.5% | 2.08 | 87.9% | 4.7% |
| 70Δ | 1.54 | 203.1% | 14.9% | 2.26 | 95.2% | 3.9% |
| 75Δ | 1.39 | 242.6% | 13.6% | 2.44 | 102.5% | 3.2% |
| 80Δ | 1.16 | 305.6% | 11.7% | 2.63 | 109.8% | 2.4% |
No recorded observations