Share price$5.76
1D-5.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:44.714Z
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 · 2026-10-22T22:30:00.004829151Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.85 | 192.0% | 93.4% | 4.64 | 116.4% | 23.0% |
| 25Δ | 12.07 | 238.5% | 116.8% | 5.19 | 83.8% | 15.7% |
| 30Δ | 11.32 | 226.0% | 105.2% | 5.49 | 94.3% | 14.8% |
| 35Δ | 10.58 | 213.6% | 93.7% | 5.80 | 104.8% | 13.9% |
| 40Δ | 9.83 | 201.1% | 82.1% | 6.10 | 115.3% | 13.0% |
| 45Δ | 9.09 | 188.7% | 70.6% | 6.40 | 125.8% | 12.1% |
| 50Δ | 8.34 | 176.2% | 59.0% | 6.71 | 136.3% | 11.2% |
| 55Δ | 7.60 | 163.7% | 47.5% | 7.01 | 146.8% | 10.3% |
| 60Δ | 6.85 | 151.3% | 35.9% | 7.31 | 157.3% | 9.4% |
| 65Δ | 6.11 | 138.8% | 24.4% | |||
| 70Δ | 5.36 | 126.4% | 12.8% | |||
| 75Δ | 4.66 | 151.9% | 7.1% | |||
| 80Δ | 3.98 | 213.7% | 7.0% | |||
No recorded observations