Share price$1.44
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:47.244Z
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 · 2026-10-22T22:33:18.454472457Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.48 | 797.3% | 58.1% | |||
| 40Δ | 7.02 | 736.5% | 52.9% | |||
| 45Δ | 6.56 | 675.7% | 47.6% | |||
| 50Δ | 6.11 | 614.9% | 42.4% | |||
| 55Δ | 4.72 | 586.8% | 262.3% | 5.65 | 554.1% | 37.1% |
| 60Δ | 5.19 | 493.3% | 31.9% | |||
| 65Δ | 4.74 | 432.5% | 26.7% | |||
| 70Δ | 4.28 | 371.7% | 21.4% | |||
| 75Δ | 3.82 | 310.9% | 16.2% | |||
| 80Δ | 3.36 | 250.1% | 10.9% | |||
No recorded observations