Share price$4.50
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:11.894Z
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 · 2026-10-22T22:06:08.212817655Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.02 | 149.0% | 59.9% | 3.45 | 134.6% | 27.9% |
| 25Δ | 6.08 | 123.7% | 39.6% | 3.79 | 111.7% | 21.0% |
| 30Δ | 5.43 | 91.7% | 24.8% | 4.06 | 96.9% | 16.0% |
| 35Δ | 4.97 | 68.3% | 14.6% | 4.21 | 95.5% | 14.4% |
| 40Δ | 4.88 | 65.6% | 13.3% | 4.36 | 94.1% | 12.7% |
| 45Δ | 4.78 | 63.0% | 12.0% | 4.51 | 92.7% | 11.0% |
| 50Δ | 4.69 | 60.4% | 10.7% | 4.66 | 91.3% | 9.3% |
| 55Δ | 4.59 | 57.7% | 9.4% | 4.81 | 89.9% | 7.7% |
| 60Δ | 4.50 | 55.1% | 8.0% | 4.96 | 88.5% | 6.0% |
| 65Δ | 4.40 | 52.4% | 6.7% | 5.31 | 99.7% | 5.2% |
| 70Δ | 4.31 | 49.8% | 5.4% | 5.72 | 115.4% | 4.8% |
| 75Δ | 4.22 | 47.2% | 4.1% | 6.25 | 131.5% | 4.2% |
| 80Δ | 4.12 | 44.5% | 2.8% | 7.01 | 148.5% | 3.3% |
No recorded observations