Share price$4.46
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:23:40.935Z
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 · 2026-10-22T23:29:35.297437881Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 13.41 | 301.0% | 207.7% | 3.48 | 128.6% | 36.1% |
| 25Δ | 10.66 | 285.5% | 147.5% | 3.77 | 129.1% | 33.5% |
| 30Δ | 8.69 | 232.6% | 103.2% | 4.07 | 129.6% | 31.0% |
| 35Δ | 7.23 | 185.8% | 70.5% | 4.37 | 130.1% | 28.4% |
| 40Δ | 5.77 | 139.1% | 37.8% | 4.66 | 130.6% | 25.8% |
| 45Δ | 4.87 | 123.6% | 19.9% | 4.96 | 131.1% | 23.3% |
| 50Δ | 4.59 | 143.3% | 18.5% | 5.25 | 131.6% | 20.7% |
| 55Δ | 4.30 | 162.9% | 17.1% | 5.55 | 132.1% | 18.2% |
| 60Δ | 4.02 | 182.6% | 15.7% | 5.85 | 132.6% | 15.6% |
| 65Δ | 3.74 | 202.3% | 14.3% | 6.14 | 133.1% | 13.1% |
| 70Δ | 3.46 | 222.0% | 12.9% | 6.44 | 133.6% | 10.5% |
| 75Δ | 3.17 | 241.7% | 11.5% | 6.74 | 134.1% | 7.9% |
| 80Δ | 2.89 | 261.4% | 10.1% | 7.03 | 134.5% | 5.4% |
No recorded observations