Share price$0.94
1D-7.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:09:38.975Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T23:00:00.003674886Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 2.95 | 261.6% | 227.6% | |||
| 35Δ | 4.02 | 323.7% | 347.0% | |||
| 40Δ | 5.10 | 385.9% | 466.5% | |||
| 45Δ | 6.17 | 448.1% | 585.9% | |||
| 50Δ | 7.24 | 510.2% | 705.4% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | 6.22 | 320.5% | 4.0% | |||
No recorded observations