Share price$4.51
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:05.720Z
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 · 2026-10-22T23:02:21.119466887Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.03 | 148.6% | 59.7% | 3.46 | 134.6% | 27.9% |
| 25Δ | 6.09 | 123.4% | 39.5% | 3.80 | 111.6% | 20.9% |
| 30Δ | 5.45 | 91.8% | 24.9% | 4.06 | 97.6% | 16.1% |
| 35Δ | 4.98 | 67.6% | 14.4% | 4.22 | 96.3% | 14.5% |
| 40Δ | 4.88 | 64.8% | 13.1% | 4.37 | 95.0% | 12.8% |
| 45Δ | 4.79 | 62.0% | 11.9% | 4.52 | 93.6% | 11.1% |
| 50Δ | 4.70 | 59.2% | 10.6% | 4.67 | 92.3% | 9.4% |
| 55Δ | 4.61 | 56.4% | 9.4% | 4.83 | 91.0% | 7.7% |
| 60Δ | 4.52 | 53.6% | 8.1% | 4.98 | 89.6% | 6.0% |
| 65Δ | 4.43 | 50.8% | 6.9% | 5.36 | 103.3% | 5.4% |
| 70Δ | 4.34 | 48.1% | 5.6% | 5.78 | 119.2% | 4.9% |
| 75Δ | 4.25 | 45.3% | 4.3% | 6.35 | 135.8% | 4.3% |
| 80Δ | 4.16 | 42.5% | 3.1% | 7.14 | 152.5% | 3.4% |
No recorded observations