Share price$2.38
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:10.905Z
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 · 2026-10-22T21:39:11.547023632Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.77 | 183.4% | 104.6% | 1.59 | 361.8% | 48.8% |
| 25Δ | 4.58 | 174.0% | 97.3% | 1.86 | 272.4% | 37.4% |
| 30Δ | 4.38 | 164.5% | 90.1% | 2.14 | 227.2% | 30.4% |
| 35Δ | 4.19 | 155.1% | 82.8% | 2.42 | 226.8% | 27.9% |
| 40Δ | 3.99 | 145.6% | 75.5% | 2.71 | 226.4% | 25.3% |
| 45Δ | 3.80 | 136.2% | 68.2% | 2.99 | 226.0% | 22.7% |
| 50Δ | 3.61 | 126.7% | 61.0% | 3.27 | 225.6% | 20.2% |
| 55Δ | 3.41 | 117.3% | 53.7% | 3.55 | 225.2% | 17.6% |
| 60Δ | 3.22 | 107.8% | 46.4% | 3.84 | 224.8% | 15.0% |
| 65Δ | 3.02 | 98.4% | 39.1% | 4.12 | 224.4% | 12.4% |
| 70Δ | 2.83 | 88.9% | 31.9% | 4.40 | 224.0% | 9.9% |
| 75Δ | 2.63 | 79.5% | 24.6% | 4.68 | 223.6% | 7.3% |
| 80Δ | 2.44 | 70.0% | 17.3% | 4.96 | 223.2% | 4.7% |
No recorded observations