Share price$2.61
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:28:03.527Z
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 · 2026-10-22T20:10:00.003007945Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.25 | 362.8% | 191.6% | |||
| 40Δ | 6.65 | 320.2% | 167.5% | 2.69 | 158.9% | 17.8% |
| 45Δ | 6.05 | 277.7% | 143.5% | 3.05 | 172.5% | 16.3% |
| 50Δ | 5.45 | 235.2% | 119.5% | 3.41 | 186.0% | 14.7% |
| 55Δ | 4.84 | 192.7% | 95.4% | 3.77 | 199.5% | 13.2% |
| 60Δ | 4.24 | 150.1% | 71.4% | 4.13 | 213.1% | 11.7% |
| 65Δ | 3.64 | 107.6% | 47.3% | 4.49 | 226.6% | 10.2% |
| 70Δ | 3.04 | 65.1% | 23.3% | 4.85 | 240.2% | 8.7% |
| 75Δ | 5.34 | 240.7% | 7.0% | |||
| 80Δ | 5.93 | 231.9% | 5.2% | |||
No recorded observations