Share price$2.23
1D-9.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:17.115Z
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 · 2026-10-22T20:43:22.515081177Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.35 | 176.3% | 99.8% | |||
| 25Δ | 4.00 | 169.2% | 85.4% | |||
| 30Δ | 3.65 | 162.2% | 70.9% | |||
| 35Δ | 3.30 | 155.2% | 56.5% | |||
| 40Δ | 2.95 | 148.2% | 42.1% | |||
| 45Δ | 2.60 | 141.1% | 27.6% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 4.10 | 212.9% | 10.3% | |||
| 65Δ | 5.97 | 317.1% | 11.5% | |||
| 70Δ | 7.01 | 377.9% | 11.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations