Share price$4.64
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:04:44.974Z
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 · 2026-10-22T14:04:33.267572455Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.58 | 292.8% | 199.5% | 2.91 | 305.7% | 48.8% |
| 25Δ | 10.37 | 267.1% | 131.7% | 3.21 | 275.8% | 42.9% |
| 30Δ | 8.82 | 222.5% | 98.2% | 3.50 | 246.0% | 37.1% |
| 35Δ | 7.57 | 181.6% | 71.2% | 3.80 | 216.2% | 31.2% |
| 40Δ | 6.32 | 140.7% | 44.2% | 4.09 | 186.3% | 25.3% |
| 45Δ | 5.06 | 99.7% | 17.2% | 4.39 | 156.5% | 19.5% |
| 50Δ | 4.73 | 115.8% | 14.8% | 4.68 | 126.7% | 13.6% |
| 55Δ | 4.44 | 135.0% | 13.7% | 4.98 | 96.8% | 7.8% |
| 60Δ | 4.15 | 154.1% | 12.5% | 5.36 | 99.2% | 6.5% |
| 65Δ | 3.86 | 173.3% | 11.4% | 5.75 | 104.5% | 5.5% |
| 70Δ | 3.57 | 192.4% | 10.3% | 6.15 | 109.7% | 4.6% |
| 75Δ | 3.29 | 211.6% | 9.2% | 6.54 | 114.9% | 3.7% |
| 80Δ | 3.00 | 230.7% | 8.1% | 6.93 | 120.1% | 2.7% |
No recorded observations