Share price$4.92
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:54.219Z
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 · 2026-10-22T23:00:00.00348839Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.95 | 98.8% | 43.8% | |||
| 25Δ | 6.63 | 92.4% | 37.8% | |||
| 30Δ | 6.31 | 85.9% | 31.9% | |||
| 35Δ | 5.98 | 79.4% | 25.9% | |||
| 40Δ | 5.66 | 72.9% | 20.0% | |||
| 45Δ | 5.34 | 66.4% | 14.0% | |||
| 50Δ | 5.02 | 59.9% | 8.0% | |||
| 55Δ | 5.45 | 72.6% | 5.0% | |||
| 60Δ | 5.96 | 95.3% | 5.0% | |||
| 65Δ | 6.47 | 118.0% | 5.0% | |||
| 70Δ | 6.98 | 140.7% | 5.0% | |||
| 75Δ | 7.49 | 163.4% | 5.0% | |||
| 80Δ | ||||||
No recorded observations