Share price$2.02
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:33:25.411Z
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 · 2026-10-22T21:26:53.834169182Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.59 | 228.3% | 132.3% | |||
| 25Δ | 3.77 | 186.5% | 92.4% | |||
| 30Δ | 2.96 | 144.8% | 52.5% | |||
| 35Δ | 5.25 | 311.5% | 172.9% | |||
| 40Δ | ||||||
| 45Δ | 6.56 | 567.1% | 34.3% | |||
| 50Δ | 5.51 | 454.7% | 27.3% | |||
| 55Δ | 4.45 | 342.3% | 20.2% | |||
| 60Δ | 3.40 | 229.9% | 13.2% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations