Share price$5.26
1D-2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:54:58.500Z
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 · 2026-10-23T17:54:04.43253024Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 17.09 | 346.0% | 234.2% | |||
| 30Δ | 15.65 | 310.9% | 206.7% | |||
| 35Δ | 14.20 | 275.9% | 179.2% | 5.39 | 62.3% | 8.5% |
| 40Δ | 12.76 | 240.8% | 151.7% | 7.05 | 88.6% | 8.0% |
| 45Δ | 11.32 | 205.7% | 124.1% | 8.71 | 114.9% | 7.4% |
| 50Δ | 9.87 | 170.7% | 96.6% | 10.37 | 141.2% | 6.9% |
| 55Δ | 8.43 | 135.6% | 69.1% | 12.03 | 167.5% | 6.4% |
| 60Δ | 6.99 | 100.5% | 41.6% | 13.69 | 193.8% | 5.8% |
| 65Δ | 5.54 | 65.5% | 14.1% | 15.35 | 220.1% | 5.3% |
| 70Δ | 17.01 | 246.4% | 4.7% | |||
| 75Δ | 18.67 | 272.7% | 4.2% | |||
| 80Δ | 20.33 | 299.0% | 3.7% | |||
No recorded observations