Share price$1.69
1D+1.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:41:55.690Z
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 · 2026-10-23T19:41:52.748361716Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.20 | 337.9% | 44.6% | |||
| 25Δ | 1.37 | 201.8% | 28.6% | |||
| 30Δ | 1.52 | 103.8% | 16.5% | |||
| 35Δ | 1.60 | 108.5% | 15.2% | |||
| 40Δ | 1.68 | 113.2% | 13.8% | |||
| 45Δ | 1.75 | 117.9% | 12.4% | |||
| 50Δ | 1.83 | 122.6% | 11.0% | |||
| 55Δ | 2.00 | 259.1% | 40.9% | 1.91 | 127.3% | 9.6% |
| 60Δ | 1.82 | 237.9% | 31.8% | 1.99 | 131.9% | 8.2% |
| 65Δ | 1.64 | 216.7% | 22.8% | 2.07 | 127.7% | 7.0% |
| 70Δ | 1.47 | 205.1% | 15.2% | 2.15 | 121.7% | 5.7% |
| 75Δ | 1.32 | 226.8% | 13.0% | 2.24 | 115.7% | 4.5% |
| 80Δ | 1.17 | 248.5% | 10.9% | 2.32 | 109.7% | 3.3% |
No recorded observations