Share price$3.78
1D+5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:26.900Z
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 · 2026-10-22T20:00:00.856361569Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.63 | 167.8% | 80.2% | 2.61 | 250.6% | 42.0% |
| 25Δ | 6.17 | 169.7% | 69.4% | 2.83 | 238.6% | 38.5% |
| 30Δ | 5.70 | 171.5% | 58.5% | 3.06 | 226.5% | 35.0% |
| 35Δ | 5.24 | 173.4% | 47.7% | 3.28 | 214.5% | 31.5% |
| 40Δ | 3.50 | 202.4% | 28.0% | |||
| 45Δ | 3.72 | 190.4% | 24.5% | |||
| 50Δ | 3.94 | 178.3% | 21.0% | |||
| 55Δ | 4.16 | 166.3% | 17.5% | |||
| 60Δ | 4.38 | 154.3% | 14.0% | |||
| 65Δ | 4.60 | 142.2% | 10.5% | |||
| 70Δ | 4.82 | 130.2% | 7.0% | |||
| 75Δ | 5.43 | 136.9% | 4.2% | |||
| 80Δ | ||||||
No recorded observations