Share price$4.54
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:28.239Z
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 · 2026-10-22T20:00:08.992185706Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.92 | 72.3% | 32.1% | 3.11 | 223.1% | 39.9% |
| 25Δ | 6.29 | 109.2% | 42.3% | 3.28 | 206.9% | 36.4% |
| 30Δ | 7.73 | 209.8% | 78.5% | 3.45 | 190.7% | 32.9% |
| 35Δ | 5.99 | 157.3% | 40.2% | 3.63 | 174.5% | 29.4% |
| 40Δ | 5.82 | 146.5% | 36.8% | 3.80 | 158.3% | 25.9% |
| 45Δ | 5.65 | 135.7% | 33.4% | 3.97 | 142.1% | 22.4% |
| 50Δ | 5.48 | 124.9% | 30.0% | 4.14 | 125.9% | 18.9% |
| 55Δ | 5.31 | 114.1% | 26.6% | 4.31 | 109.7% | 15.4% |
| 60Δ | 5.15 | 103.3% | 23.3% | 4.48 | 93.5% | 11.9% |
| 65Δ | 4.98 | 92.5% | 19.9% | 4.66 | 77.3% | 8.4% |
| 70Δ | 4.81 | 81.6% | 16.5% | 4.83 | 61.1% | 4.9% |
| 75Δ | 4.64 | 70.8% | 13.1% | 5.00 | 44.9% | 1.4% |
| 80Δ | 4.47 | 60.0% | 9.7% | 6.79 | 133.0% | 2.9% |
No recorded observations