Share price$1.44
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:23:55.303Z
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 | 7.49 | 798.9% | 58.2% | |||
| 40Δ | 7.03 | 738.0% | 53.0% | |||
| 45Δ | 6.57 | 677.0% | 47.7% | |||
| 50Δ | 6.12 | 616.1% | 42.5% | |||
| 55Δ | 4.72 | 587.9% | 262.3% | 5.66 | 555.2% | 37.2% |
| 60Δ | 5.20 | 494.2% | 32.0% | |||
| 65Δ | 4.74 | 433.3% | 26.7% | |||
| 70Δ | 4.28 | 372.4% | 21.5% | |||
| 75Δ | 3.82 | 311.5% | 16.2% | |||
| 80Δ | 3.37 | 250.5% | 11.0% | |||
No recorded observations