Share price$4.55
1D+1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:29:08.699Z
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 · 2026-10-22T18:27:44.631699428Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.12 | 222.7% | 39.9% | |||
| 25Δ | 6.02 | 94.9% | 35.7% | 3.29 | 206.2% | 36.4% |
| 30Δ | 7.73 | 208.8% | 78.2% | 3.47 | 189.8% | 32.8% |
| 35Δ | 5.98 | 157.2% | 39.9% | 3.65 | 173.3% | 29.2% |
| 40Δ | 5.65 | 159.9% | 36.7% | 3.82 | 156.9% | 25.6% |
| 45Δ | 5.33 | 162.6% | 33.6% | 4.00 | 140.4% | 22.0% |
| 50Δ | 5.01 | 165.3% | 30.4% | 4.17 | 124.0% | 18.5% |
| 55Δ | 4.68 | 168.1% | 27.3% | 4.35 | 107.5% | 14.9% |
| 60Δ | 4.36 | 170.8% | 24.1% | 4.53 | 91.0% | 11.3% |
| 65Δ | 4.04 | 173.5% | 21.0% | 4.70 | 74.6% | 7.7% |
| 70Δ | 3.71 | 176.2% | 17.8% | 4.88 | 58.1% | 4.1% |
| 75Δ | 3.39 | 179.0% | 14.6% | 5.48 | 70.2% | 2.0% |
| 80Δ | 3.06 | 181.7% | 11.5% | 6.96 | 142.9% | 3.2% |
No recorded observations