Share price$4.56
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:46:31.852Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T15:45:51.199494124Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.69 | 120.9% | 73.4% | 3.28 | 147.0% | 36.3% |
| 25Δ | 8.68 | 162.0% | 97.9% | 3.68 | 116.9% | 27.4% |
| 30Δ | 7.47 | 145.6% | 72.2% | 4.03 | 91.9% | 19.9% |
| 35Δ | 5.98 | 110.5% | 39.5% | 4.15 | 85.1% | 17.6% |
| 40Δ | 5.49 | 94.2% | 29.0% | 4.28 | 78.2% | 15.3% |
| 45Δ | 5.00 | 78.1% | 18.5% | 4.41 | 71.4% | 13.0% |
| 50Δ | 4.83 | 76.3% | 16.3% | 4.54 | 64.6% | 10.7% |
| 55Δ | 4.65 | 74.5% | 14.0% | 4.66 | 57.8% | 8.4% |
| 60Δ | 4.48 | 72.7% | 11.7% | 4.79 | 51.0% | 6.1% |
| 65Δ | 4.31 | 70.8% | 9.5% | 4.92 | 44.2% | 3.8% |
| 70Δ | 4.14 | 69.0% | 7.2% | 5.35 | 51.6% | 2.5% |
| 75Δ | 6.34 | 85.2% | 3.0% | |||
| 80Δ | 7.37 | 111.7% | 3.0% | |||
No recorded observations