Share price$1.09
1D-2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:58:12.884Z
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 · 2026-10-22T20:15:10.663170573Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.55 | 278.5% | 231.6% | 0.76 | 160.2% | 34.6% |
| 25Δ | 2.01 | 220.0% | 91.8% | 0.86 | 135.3% | 26.7% |
| 30Δ | 2.46 | 301.7% | 136.3% | 0.96 | 110.4% | 18.8% |
| 35Δ | 3.39 | 388.4% | 227.1% | 1.03 | 98.7% | 14.4% |
| 40Δ | 4.38 | 475.6% | 323.2% | 1.07 | 98.3% | 13.1% |
| 45Δ | 5.36 | 562.8% | 419.3% | 1.12 | 97.9% | 11.8% |
| 50Δ | 6.35 | 650.0% | 515.4% | 1.17 | 97.5% | 10.5% |
| 55Δ | 7.34 | 737.2% | 611.4% | 1.21 | 97.2% | 9.2% |
| 60Δ | 5.14 | 516.7% | 402.1% | 1.26 | 96.8% | 7.9% |
| 65Δ | 2.32 | 236.4% | 133.5% | 1.31 | 96.4% | 6.6% |
| 70Δ | 0.95 | 111.4% | 7.2% | 1.36 | 96.0% | 5.4% |
| 75Δ | 0.87 | 123.1% | 6.0% | 1.40 | 95.6% | 4.1% |
| 80Δ | 0.78 | 134.7% | 4.8% | 1.45 | 95.2% | 2.8% |
No recorded observations