Share price$2.06
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:48.679Z
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 · 2026-10-22T21:43:43.628861788Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.48 | 374.2% | 49.9% | |||
| 25Δ | 1.66 | 326.9% | 42.1% | |||
| 30Δ | 1.83 | 282.7% | 34.7% | |||
| 35Δ | 5.09 | 293.6% | 159.4% | 2.00 | 238.5% | 27.2% |
| 40Δ | 6.71 | 415.8% | 244.2% | 2.30 | 237.5% | 24.8% |
| 45Δ | 5.61 | 353.9% | 190.7% | 2.60 | 236.5% | 22.4% |
| 50Δ | 4.51 | 292.0% | 137.3% | 2.89 | 235.6% | 19.9% |
| 55Δ | 3.41 | 230.1% | 83.9% | 3.19 | 234.6% | 17.5% |
| 60Δ | 2.31 | 168.2% | 30.4% | 3.49 | 233.6% | 15.1% |
| 65Δ | 1.91 | 152.3% | 13.6% | 3.79 | 232.7% | 12.7% |
| 70Δ | 1.80 | 154.7% | 11.3% | 4.09 | 231.7% | 10.3% |
| 75Δ | 1.68 | 157.0% | 9.0% | 4.39 | 230.8% | 7.9% |
| 80Δ | 1.56 | 159.4% | 6.7% | 4.68 | 229.8% | 5.5% |
No recorded observations