Share price$2.72
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:14:38.750Z
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 · 2026-10-22T20:00:09.043551989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.81 | 292.1% | 195.2% | |||
| 25Δ | 8.86 | 353.4% | 236.5% | |||
| 30Δ | 9.91 | 414.8% | 277.9% | |||
| 35Δ | 8.59 | 416.3% | 232.2% | 2.75 | 245.1% | 27.8% |
| 40Δ | 7.24 | 399.2% | 184.5% | 3.18 | 255.8% | 25.3% |
| 45Δ | 6.33 | 351.0% | 151.6% | 3.60 | 266.5% | 22.8% |
| 50Δ | 5.43 | 302.8% | 118.7% | 4.03 | 277.2% | 20.3% |
| 55Δ | 4.53 | 254.7% | 85.8% | 4.45 | 287.9% | 17.8% |
| 60Δ | 3.62 | 206.5% | 53.0% | 4.88 | 298.6% | 15.3% |
| 65Δ | 2.72 | 158.3% | 20.1% | 6.75 | 354.6% | 13.9% |
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations