Share price$3.68
1D+2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:02:49.022Z
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 · 2026-10-23T17:01:33.928490623Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.84 | 475.1% | 54.8% | |||
| 25Δ | 3.17 | 418.8% | 47.7% | |||
| 30Δ | 3.44 | 388.3% | 42.5% | |||
| 35Δ | 3.71 | 357.7% | 37.3% | |||
| 40Δ | 12.12 | 469.2% | 250.0% | 3.98 | 327.1% | 32.1% |
| 45Δ | 10.75 | 479.7% | 216.5% | 4.25 | 296.5% | 26.9% |
| 50Δ | 9.37 | 490.1% | 182.9% | 4.52 | 266.0% | 21.7% |
| 55Δ | 4.79 | 235.4% | 16.5% | |||
| 60Δ | 5.41 | 214.3% | 12.0% | |||
| 65Δ | 7.41 | 230.4% | 10.2% | |||
| 70Δ | 9.41 | 246.4% | 8.4% | |||
| 75Δ | 11.41 | 262.4% | 6.7% | |||
| 80Δ | 13.41 | 278.5% | 4.9% | |||
No recorded observations