Share price$4.56
1D-4.0%
Sold putSold call
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Market dataready · fetched 2026-10-23T17:42:56.543Z
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 · 2026-10-23T17:42:05.555411749Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T17:37:39.132477+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.22 | 154.8% | 62.4% | 3.47 | 158.1% | 30.8% |
| 25Δ | 8.90 | 223.1% | 102.0% | 3.73 | 162.2% | 27.3% |
| 30Δ | 7.55 | 195.8% | 73.2% | 3.99 | 166.3% | 23.9% |
| 35Δ | 6.19 | 168.6% | 44.4% | 4.24 | 161.8% | 21.0% |
| 40Δ | 5.71 | 162.5% | 35.4% | 4.48 | 157.0% | 18.2% |
| 45Δ | 5.37 | 159.8% | 29.7% | 4.73 | 152.3% | 15.4% |
| 50Δ | 5.03 | 157.1% | 23.9% | 4.97 | 147.5% | 12.6% |
| 55Δ | 4.77 | 163.2% | 21.0% | 5.38 | 152.3% | 11.0% |
| 60Δ | 4.51 | 170.3% | 18.5% | 5.82 | 158.5% | 9.6% |
| 65Δ | 4.25 | 177.4% | 15.9% | 6.25 | 164.7% | 8.2% |
| 70Δ | 3.99 | 184.1% | 13.4% | 6.69 | 170.9% | 6.7% |
| 75Δ | 3.68 | 183.2% | 10.7% | 7.30 | 180.3% | 5.4% |
| 80Δ | 3.38 | 182.4% | 8.0% | |||
No recorded observations