Share price$3.07
1D-5.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:24:25.480Z
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 · 2026-10-22T23:00:00.002387462Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.16 | 275.6% | 173.3% | |||
| 25Δ | 9.37 | 340.5% | 215.3% | |||
| 30Δ | 7.48 | 321.6% | 155.1% | 2.98 | 205.4% | 28.9% |
| 35Δ | 6.95 | 301.9% | 139.2% | 3.54 | 208.0% | 26.6% |
| 40Δ | 6.41 | 282.2% | 123.4% | 4.11 | 210.6% | 24.3% |
| 45Δ | 5.88 | 262.5% | 107.5% | 4.67 | 213.2% | 22.1% |
| 50Δ | 5.35 | 242.8% | 91.7% | 5.23 | 215.8% | 19.8% |
| 55Δ | 4.82 | 223.1% | 75.8% | 5.79 | 218.4% | 17.5% |
| 60Δ | 4.29 | 203.5% | 59.9% | 6.36 | 221.0% | 15.3% |
| 65Δ | 3.76 | 183.8% | 44.1% | 6.92 | 223.6% | 13.0% |
| 70Δ | 3.22 | 164.1% | 28.2% | 7.48 | 226.2% | 10.8% |
| 75Δ | 2.69 | 144.4% | 12.4% | 8.05 | 228.8% | 8.5% |
| 80Δ | 8.61 | 231.4% | 6.2% | |||
No recorded observations