Share price$2.31
1D-5.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:31.632Z
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 · 2026-10-22T22:30:03.438003674Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 2.65 | 112.1% | 12.9% | |||
| 55Δ | 3.03 | 120.3% | 11.4% | |||
| 60Δ | 3.59 | 221.0% | 82.9% | 3.41 | 128.5% | 9.9% |
| 65Δ | 5.36 | 335.9% | 170.4% | 3.79 | 136.7% | 8.4% |
| 70Δ | 7.13 | 450.9% | 257.8% | 4.17 | 144.9% | 6.9% |
| 75Δ | 8.90 | 565.8% | 345.3% | 4.56 | 153.1% | 5.4% |
| 80Δ | 10.67 | 680.8% | 432.7% | 4.94 | 161.3% | 3.9% |
No recorded observations