Share price$3.34
1D+9.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:18.198Z
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 · 2026-10-23T17:38:10.526873558Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.14 | 219.8% | 119.5% | |||
| 25Δ | 9.28 | 319.8% | 187.0% | 2.67 | 226.2% | 34.4% |
| 30Δ | 2.94 | 222.4% | 31.4% | |||
| 35Δ | 3.21 | 218.6% | 28.3% | |||
| 40Δ | 3.48 | 214.7% | 25.3% | |||
| 45Δ | 3.74 | 210.9% | 22.2% | |||
| 50Δ | 4.01 | 207.0% | 19.2% | |||
| 55Δ | 4.28 | 203.2% | 16.1% | |||
| 60Δ | 4.55 | 199.4% | 13.1% | |||
| 65Δ | 4.82 | 195.5% | 10.0% | |||
| 70Δ | 5.58 | 211.3% | 7.8% | |||
| 75Δ | 7.38 | 268.7% | 7.2% | |||
| 80Δ | ||||||
No recorded observations