Share price$3.60
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:59:51.706Z
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 · 2026-10-22T20:00:00.372642639Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 5.34 | 152.8% | 53.8% | |||
| 30Δ | 6.40 | 232.4% | 87.4% | |||
| 35Δ | 7.46 | 311.9% | 121.0% | |||
| 40Δ | 7.04 | 298.0% | 111.3% | |||
| 45Δ | 6.57 | 280.7% | 100.1% | |||
| 50Δ | 6.10 | 263.3% | 88.8% | |||
| 55Δ | 5.63 | 246.0% | 77.5% | |||
| 60Δ | 5.15 | 228.6% | 66.2% | |||
| 65Δ | 4.68 | 211.3% | 54.9% | |||
| 70Δ | 4.21 | 193.9% | 43.6% | |||
| 75Δ | 3.74 | 176.6% | 32.3% | |||
| 80Δ | 3.26 | 159.3% | 21.0% | 6.24 | 165.1% | 3.5% |
No recorded observations