Share price$4.85
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:21:40.837Z
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 · 2026-10-22T18:19:18.711013901Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.97 | 175.1% | 152.2% | 3.16 | 142.8% | 40.7% |
| 25Δ | 10.83 | 156.1% | 129.1% | 3.47 | 128.3% | 35.1% |
| 30Δ | 9.69 | 137.1% | 106.0% | 3.77 | 113.9% | 29.5% |
| 35Δ | 8.55 | 118.2% | 83.0% | 4.08 | 99.5% | 23.9% |
| 40Δ | 7.40 | 99.2% | 59.9% | 4.39 | 85.1% | 18.3% |
| 45Δ | 6.26 | 80.2% | 36.8% | 4.70 | 70.7% | 12.6% |
| 50Δ | 5.12 | 61.2% | 13.8% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations