Share price$5.41
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:47:56.220Z
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 · 2026-10-22T22:54:57.5156228Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.91 | 349.0% | 312.8% | 3.93 | 161.0% | 31.4% |
| 25Δ | 20.01 | 376.3% | 280.1% | 4.57 | 100.2% | 19.1% |
| 30Δ | 29.09 | 471.1% | 451.5% | 5.10 | 63.2% | 10.6% |
| 35Δ | 25.96 | 420.0% | 393.5% | 5.40 | 74.6% | 10.1% |
| 40Δ | 22.83 | 369.0% | 335.6% | 5.70 | 86.0% | 9.5% |
| 45Δ | 19.70 | 318.0% | 277.7% | 6.00 | 97.4% | 9.0% |
| 50Δ | 16.57 | 267.0% | 219.7% | 6.30 | 108.8% | 8.4% |
| 55Δ | 13.45 | 216.0% | 161.8% | 6.60 | 120.2% | 7.9% |
| 60Δ | 10.32 | 165.0% | 103.9% | 6.90 | 131.6% | 7.3% |
| 65Δ | 7.19 | 113.9% | 45.9% | 7.20 | 143.0% | 6.8% |
| 70Δ | 4.84 | 90.2% | 5.3% | 7.50 | 154.4% | 6.2% |
| 75Δ | 4.31 | 130.3% | 5.0% | 8.66 | 171.4% | 5.1% |
| 80Δ | 3.78 | 170.4% | 4.7% | 9.83 | 188.4% | 4.0% |
No recorded observations