Share price$2.42
1D-1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:36:19.973Z
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 · 2026-10-23T17:34:37.757516971Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.05 | 304.6% | 198.7% | 1.64 | 539.7% | 62.7% |
| 25Δ | 7.34 | 347.5% | 214.2% | 1.92 | 507.3% | 56.8% |
| 30Δ | 7.64 | 390.5% | 229.6% | 2.20 | 474.8% | 50.9% |
| 35Δ | 7.93 | 433.4% | 245.0% | 2.48 | 442.3% | 45.0% |
| 40Δ | 2.76 | 409.8% | 39.0% | |||
| 45Δ | 3.05 | 377.4% | 33.1% | |||
| 50Δ | 3.33 | 344.9% | 27.2% | |||
| 55Δ | 3.61 | 312.4% | 21.3% | |||
| 60Δ | 3.89 | 279.9% | 15.4% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations