Share price$3.06
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:01:12.622Z
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 · 2026-10-22T22:48:49.412249984Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.12 | 313.6% | 46.3% | |||
| 25Δ | 2.37 | 281.9% | 39.5% | |||
| 30Δ | 12.50 | 438.6% | 322.5% | 2.63 | 250.2% | 32.8% |
| 35Δ | 7.56 | 357.5% | 162.0% | 2.89 | 218.5% | 26.1% |
| 40Δ | 5.30 | 290.5% | 88.7% | 3.12 | 201.6% | 21.6% |
| 45Δ | 4.37 | 252.6% | 59.4% | 3.33 | 195.7% | 18.9% |
| 50Δ | 3.83 | 229.5% | 43.1% | 3.54 | 189.8% | 16.2% |
| 55Δ | 3.49 | 213.8% | 33.7% | 3.75 | 184.0% | 13.5% |
| 60Δ | 3.15 | 198.0% | 24.3% | 3.95 | 178.1% | 10.7% |
| 65Δ | 2.92 | 182.6% | 18.5% | 4.27 | 178.2% | 8.8% |
| 70Δ | 2.78 | 167.4% | 15.7% | 4.61 | 180.0% | 7.2% |
| 75Δ | 2.63 | 152.3% | 12.9% | 4.95 | 181.8% | 5.5% |
| 80Δ | 2.49 | 137.2% | 10.1% | |||
No recorded observations