Share price$0.73
1D-7.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:07.181Z
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 · 2026-10-23T00:00:00.083643364Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.01 | 401.5% | 456.8% | 0.67 | 659.6% | 65.6% |
| 25Δ | 3.52 | 413.9% | 392.4% | 0.75 | 590.8% | 57.1% |
| 30Δ | 3.03 | 426.3% | 327.9% | 0.83 | 521.9% | 48.6% |
| 35Δ | 2.54 | 438.7% | 263.5% | 0.92 | 453.0% | 40.1% |
| 40Δ | 2.23 | 433.1% | 225.4% | 1.00 | 384.4% | 31.7% |
| 45Δ | 1.95 | 426.0% | 189.5% | 1.46 | 390.0% | 28.5% |
| 50Δ | 1.66 | 419.0% | 153.5% | 1.92 | 395.6% | 25.4% |
| 55Δ | 1.37 | 412.0% | 117.6% | 2.38 | 401.1% | 22.2% |
| 60Δ | 1.09 | 404.9% | 81.7% | 2.84 | 406.7% | 19.1% |
| 65Δ | 1.45 | 542.9% | 139.5% | 3.30 | 412.3% | 15.9% |
| 70Δ | 1.95 | 695.8% | 216.8% | 3.76 | 417.9% | 12.8% |
| 75Δ | 1.57 | 548.4% | 161.0% | 4.23 | 423.5% | 9.7% |
| 80Δ | 1.19 | 401.0% | 105.2% | 4.69 | 429.0% | 6.5% |
No recorded observations