Share price$0.64
1D+9.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:31.005Z
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 · 2026-10-22T23:29:30.937660024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.65 | 273.7% | 163.9% | 1.73 | 778.6% | 70.3% |
| 25Δ | 1.81 | 326.9% | 192.6% | 2.40 | 766.9% | 64.8% |
| 30Δ | 1.97 | 380.1% | 221.3% | 3.07 | 755.3% | 59.2% |
| 35Δ | 2.13 | 433.3% | 250.0% | 3.74 | 743.6% | 53.6% |
| 40Δ | 2.29 | 486.4% | 278.7% | 4.41 | 732.0% | 48.1% |
| 45Δ | 2.45 | 539.6% | 307.4% | 5.08 | 720.3% | 42.5% |
| 50Δ | 6.15 | 733.6% | 918.9% | 5.75 | 708.7% | 36.9% |
| 55Δ | 3.58 | 561.9% | 505.5% | 6.42 | 697.0% | 31.3% |
| 60Δ | 7.09 | 685.4% | 25.8% | |||
| 65Δ | 1.38 | 283.6% | 11.7% | |||
| 70Δ | 2.16 | 395.1% | 11.9% | |||
| 75Δ | 3.40 | 424.3% | 8.9% | |||
| 80Δ | ||||||
No recorded observations