Share price$2.07
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:43:36.216Z
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 · 2026-10-22T23:51:41.425059954Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.49 | 374.7% | 49.8% | |||
| 25Δ | 1.66 | 327.9% | 42.1% | |||
| 30Δ | 1.84 | 283.1% | 34.6% | |||
| 35Δ | 5.02 | 289.1% | 154.5% | 2.02 | 241.2% | 27.4% |
| 40Δ | 6.71 | 415.7% | 242.3% | 2.32 | 240.6% | 24.9% |
| 45Δ | 5.63 | 354.4% | 190.0% | 2.63 | 240.1% | 22.5% |
| 50Δ | 4.55 | 293.0% | 137.7% | 2.93 | 239.6% | 20.0% |
| 55Δ | 3.46 | 231.6% | 85.5% | 3.23 | 239.0% | 17.6% |
| 60Δ | 2.38 | 170.2% | 33.2% | 3.54 | 238.5% | 15.2% |
| 65Δ | 1.92 | 150.0% | 13.3% | 3.84 | 238.0% | 12.7% |
| 70Δ | 1.81 | 152.1% | 11.0% | 4.15 | 237.4% | 10.3% |
| 75Δ | 1.69 | 154.2% | 8.8% | 4.45 | 236.9% | 7.8% |
| 80Δ | 1.57 | 156.4% | 6.5% | 4.75 | 236.4% | 5.4% |
No recorded observations