Share price$4.49
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:30.045Z
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 · 2026-10-22T20:10:00.004183468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.44 | 298.5% | 206.3% | 3.51 | 130.8% | 36.2% |
| 25Δ | 10.61 | 281.3% | 144.7% | 3.82 | 131.8% | 33.6% |
| 30Δ | 8.71 | 230.0% | 102.3% | 4.12 | 132.9% | 31.0% |
| 35Δ | 7.29 | 184.4% | 70.6% | 4.43 | 133.9% | 28.3% |
| 40Δ | 5.86 | 138.8% | 38.9% | 4.73 | 134.9% | 25.7% |
| 45Δ | 4.89 | 118.5% | 19.2% | 5.04 | 136.0% | 23.1% |
| 50Δ | 4.61 | 137.2% | 17.8% | 5.34 | 137.0% | 20.5% |
| 55Δ | 4.33 | 156.0% | 16.4% | 5.65 | 138.0% | 17.9% |
| 60Δ | 4.04 | 174.7% | 15.0% | 5.95 | 139.1% | 15.3% |
| 65Δ | 3.76 | 193.5% | 13.6% | 6.26 | 140.1% | 12.6% |
| 70Δ | 3.48 | 212.2% | 12.3% | 6.57 | 141.1% | 10.0% |
| 75Δ | 3.20 | 231.0% | 10.9% | 6.87 | 142.2% | 7.4% |
| 80Δ | 2.92 | 249.7% | 9.5% | 7.18 | 143.2% | 4.8% |
No recorded observations