Share price$5.45
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:16:47.068Z
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 · 2026-10-22T16:15:25.258549554Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.08 | 169.6% | 31.8% | |||
| 25Δ | 6.93 | 74.5% | 29.6% | 4.54 | 122.5% | 22.3% |
| 30Δ | 5.92 | 44.5% | 11.1% | 5.00 | 75.9% | 12.8% |
| 35Δ | 5.83 | 43.8% | 10.1% | 5.13 | 73.6% | 11.5% |
| 40Δ | 5.74 | 43.1% | 9.2% | 5.26 | 71.4% | 10.2% |
| 45Δ | 5.65 | 42.4% | 8.3% | 5.39 | 69.1% | 8.9% |
| 50Δ | 5.56 | 41.7% | 7.3% | 5.52 | 66.9% | 7.6% |
| 55Δ | 5.48 | 40.9% | 6.4% | 5.65 | 64.7% | 6.3% |
| 60Δ | 5.39 | 40.2% | 5.5% | 5.78 | 62.4% | 5.0% |
| 65Δ | 5.30 | 39.5% | 4.5% | 5.91 | 60.2% | 3.7% |
| 70Δ | 5.21 | 38.8% | 3.6% | 9.48 | 204.3% | 7.2% |
| 75Δ | 5.12 | 38.1% | 2.6% | 12.35 | 270.6% | 7.3% |
| 80Δ | 5.03 | 37.3% | 1.7% | 11.75 | 207.0% | 4.5% |
No recorded observations