Share price$5.46
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:31.026Z
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 · 2026-10-22T22:30:00.002214749Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.83 | 298.3% | 196.6% | 4.09 | 170.0% | 31.8% |
| 25Δ | 7.21 | 83.3% | 34.7% | 4.56 | 122.2% | 22.1% |
| 30Δ | 5.92 | 44.2% | 10.9% | 5.01 | 76.7% | 12.9% |
| 35Δ | 5.84 | 43.3% | 10.0% | 5.14 | 74.4% | 11.6% |
| 40Δ | 5.75 | 42.4% | 9.1% | 5.27 | 72.2% | 10.3% |
| 45Δ | 5.67 | 41.6% | 8.2% | 5.40 | 70.0% | 8.9% |
| 50Δ | 5.58 | 40.7% | 7.3% | 5.54 | 67.7% | 7.6% |
| 55Δ | 5.49 | 39.9% | 6.4% | 5.67 | 65.5% | 6.3% |
| 60Δ | 5.41 | 39.0% | 5.5% | 5.80 | 63.3% | 4.9% |
| 65Δ | 5.32 | 38.2% | 4.6% | 5.93 | 61.0% | 3.6% |
| 70Δ | 5.23 | 37.3% | 3.6% | 10.32 | 241.5% | 8.5% |
| 75Δ | 5.15 | 36.5% | 2.7% | 12.75 | 280.3% | 7.5% |
| 80Δ | 5.06 | 35.6% | 1.8% | 10.84 | 185.3% | 4.1% |
No recorded observations