Share price$1.62
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:54.463Z
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 · 2026-10-22T23:39:34.619155807Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.97 | 68.9% | 23.6% | 1.11 | 442.1% | 55.8% |
| 25Δ | 1.92 | 69.4% | 21.7% | 1.22 | 406.5% | 50.1% |
| 30Δ | 1.87 | 69.8% | 19.8% | 1.33 | 370.9% | 44.4% |
| 35Δ | 1.82 | 70.2% | 17.9% | 1.43 | 335.3% | 38.6% |
| 40Δ | 1.78 | 70.7% | 16.0% | 1.54 | 299.6% | 32.9% |
| 45Δ | 1.73 | 71.1% | 14.1% | 1.65 | 264.0% | 27.2% |
| 50Δ | 1.68 | 71.6% | 12.2% | 1.76 | 228.4% | 21.5% |
| 55Δ | 1.63 | 72.0% | 10.3% | 1.87 | 192.8% | 15.8% |
| 60Δ | 1.59 | 72.4% | 8.4% | 1.98 | 157.1% | 10.0% |
| 65Δ | 1.54 | 72.9% | 6.4% | 2.10 | 148.2% | 7.7% |
| 70Δ | 2.22 | 145.6% | 6.2% | |||
| 75Δ | 2.34 | 143.0% | 4.7% | |||
| 80Δ | 2.46 | 140.4% | 3.3% | |||
No recorded observations