Share price$0.73
1D-7.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:00:11.522Z
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 | 402.6% | 456.8% | 0.67 | 660.4% | 65.7% |
| 25Δ | 3.52 | 415.0% | 392.4% | 0.75 | 591.6% | 57.2% |
| 30Δ | 3.03 | 427.4% | 327.9% | 0.83 | 522.8% | 48.7% |
| 35Δ | 2.54 | 439.8% | 263.5% | 0.92 | 454.0% | 40.2% |
| 40Δ | 2.23 | 434.2% | 225.4% | 1.00 | 385.4% | 31.7% |
| 45Δ | 1.95 | 427.2% | 189.5% | 1.46 | 391.0% | 28.5% |
| 50Δ | 1.66 | 420.1% | 153.5% | 1.92 | 396.5% | 25.4% |
| 55Δ | 1.37 | 413.1% | 117.6% | 2.38 | 402.1% | 22.2% |
| 60Δ | 1.09 | 406.0% | 81.7% | 2.84 | 407.7% | 19.1% |
| 65Δ | 1.45 | 544.3% | 139.5% | 3.30 | 413.3% | 16.0% |
| 70Δ | 1.95 | 697.6% | 216.8% | 3.76 | 418.8% | 12.8% |
| 75Δ | 1.57 | 549.8% | 161.0% | 4.22 | 424.4% | 9.7% |
| 80Δ | 1.19 | 402.0% | 105.2% | 4.68 | 430.0% | 6.5% |
No recorded observations