Share price$1.97
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:47:56.544Z
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 · 2026-10-23T20:17:27.145487199Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 4.27 | 264.6% | 128.3% | |||
| 40Δ | 7.33 | 495.6% | 293.4% | |||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 5.89 | 484.3% | 23.7% | |||
| 60Δ | 7.48 | 505.3% | 21.3% | |||
| 65Δ | 6.85 | 444.9% | 18.5% | |||
| 70Δ | 6.19 | 383.4% | 15.6% | |||
| 75Δ | 5.52 | 322.0% | 12.8% | |||
| 80Δ | 4.86 | 260.5% | 9.9% | |||
No recorded observations