Share price$2.10
1D-2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:24:43.342Z
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 · 2026-10-22T23:52:44.546027105Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.44 | 337.7% | 261.6% | |||
| 25Δ | 6.26 | 291.0% | 206.0% | |||
| 30Δ | 5.09 | 244.3% | 150.4% | |||
| 35Δ | 3.91 | 197.5% | 94.8% | |||
| 40Δ | 2.73 | 150.8% | 39.2% | |||
| 45Δ | 6.74 | 563.2% | 33.8% | |||
| 50Δ | 5.17 | 407.9% | 24.8% | |||
| 55Δ | 3.59 | 252.6% | 15.8% | |||
| 60Δ | 2.65 | 150.7% | 9.2% | |||
| 65Δ | 3.15 | 168.7% | 8.0% | |||
| 70Δ | 3.65 | 186.7% | 6.8% | |||
| 75Δ | 4.15 | 204.7% | 5.6% | |||
| 80Δ | 4.65 | 222.7% | 4.4% | |||
No recorded observations