Share price$4.04
1D-1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:45:39.541Z
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 · 2026-10-23T15:45:31.93710249Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.78 | 189.5% | 44.7% | |||
| 25Δ | 3.08 | 182.1% | 41.8% | |||
| 30Δ | 3.39 | 174.7% | 38.8% | |||
| 35Δ | 3.69 | 167.3% | 35.9% | |||
| 40Δ | 7.23 | 205.2% | 94.7% | 4.00 | 159.9% | 32.9% |
| 45Δ | 6.77 | 196.1% | 85.6% | 4.30 | 152.4% | 30.0% |
| 50Δ | 6.30 | 187.0% | 76.5% | 4.61 | 145.0% | 27.1% |
| 55Δ | 5.83 | 177.9% | 67.5% | 4.91 | 137.6% | 24.1% |
| 60Δ | 5.37 | 168.8% | 58.4% | 5.22 | 130.2% | 21.2% |
| 65Δ | 4.90 | 159.7% | 49.3% | 5.52 | 122.8% | 18.2% |
| 70Δ | 4.43 | 150.6% | 40.2% | 5.83 | 115.4% | 15.3% |
| 75Δ | 3.96 | 141.5% | 31.2% | 6.13 | 107.9% | 12.3% |
| 80Δ | 3.50 | 132.3% | 22.1% | 6.44 | 100.5% | 9.4% |
No recorded observations