Share price$2.12
1D-4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:44:35.834Z
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 · 2026-10-22T21:08:26.969896955Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.08 | 343.0% | 335.7% | |||
| 25Δ | 7.88 | 313.6% | 280.5% | |||
| 30Δ | 6.68 | 284.1% | 225.2% | |||
| 35Δ | 5.48 | 254.6% | 169.9% | |||
| 40Δ | 4.29 | 225.2% | 114.6% | |||
| 45Δ | 3.09 | 195.7% | 59.4% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 4.03 | 186.6% | 9.7% | |||
| 65Δ | 6.60 | 249.3% | 8.7% | |||
| 70Δ | 9.18 | 312.1% | 7.7% | |||
| 75Δ | 11.75 | 374.8% | 6.7% | |||
| 80Δ | 14.33 | 437.5% | 5.8% | |||
No recorded observations