Share price$1.68
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:02:46.570Z
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 · 2026-10-22T21:21:32.41336998Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.22 | 525.5% | 59.1% | |||
| 25Δ | 2.96 | 188.6% | 83.0% | 1.36 | 471.8% | 51.8% |
| 30Δ | 3.93 | 277.0% | 145.6% | 1.51 | 418.2% | 44.5% |
| 35Δ | 4.90 | 365.4% | 208.2% | 1.65 | 364.5% | 37.2% |
| 40Δ | 5.87 | 453.8% | 270.8% | 1.80 | 310.9% | 29.9% |
| 45Δ | 6.84 | 542.2% | 333.3% | 1.94 | 257.2% | 22.6% |
| 50Δ | 6.78 | 566.1% | 333.2% | 2.07 | 229.1% | 18.0% |
| 55Δ | 4.53 | 452.3% | 199.1% | 2.19 | 218.0% | 15.3% |
| 60Δ | 2.27 | 338.5% | 64.9% | 2.30 | 206.9% | 12.5% |
| 65Δ | 1.76 | 285.1% | 35.0% | 2.42 | 195.7% | 9.7% |
| 70Δ | 1.49 | 244.1% | 20.2% | 2.75 | 189.9% | 7.3% |
| 75Δ | 1.33 | 253.5% | 16.5% | 3.61 | 196.8% | 5.8% |
| 80Δ | 1.18 | 262.9% | 12.8% | 4.46 | 203.8% | 4.3% |
No recorded observations