Share price$0.57
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:48.440Z
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 · 2026-10-22T21:25:50.418772795Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.32 | 225.6% | 138.1% | |||
| 25Δ | 2.42 | 409.8% | 337.7% | |||
| 30Δ | 2.29 | 434.5% | 318.5% | 0.80 | 388.1% | 39.1% |
| 35Δ | 2.16 | 459.2% | 299.3% | 1.50 | 555.9% | 41.2% |
| 40Δ | 2.03 | 484.0% | 280.1% | 2.09 | 669.7% | 41.4% |
| 45Δ | 1.80 | 450.8% | 240.8% | 2.41 | 646.1% | 37.2% |
| 50Δ | 1.54 | 397.5% | 194.4% | 2.73 | 622.5% | 32.9% |
| 55Δ | 1.27 | 344.2% | 148.1% | 3.05 | 598.9% | 28.7% |
| 60Δ | 1.00 | 290.9% | 101.8% | 3.37 | 575.3% | 24.4% |
| 65Δ | 0.73 | 237.6% | 55.4% | 3.69 | 551.7% | 20.2% |
| 70Δ | 4.01 | 528.2% | 16.0% | |||
| 75Δ | 4.34 | 504.6% | 11.7% | |||
| 80Δ | 4.66 | 481.0% | 7.5% | |||
No recorded observations