Share price$5.42
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:06:07.252Z
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 · 2026-10-22T23:57:10.765740855Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.93 | 350.5% | 312.4% | 3.95 | 160.9% | 31.2% |
| 25Δ | 20.07 | 378.1% | 280.5% | 4.59 | 99.4% | 18.8% |
| 30Δ | 29.08 | 472.6% | 450.3% | 5.11 | 65.4% | 10.8% |
| 35Δ | 25.99 | 421.9% | 393.1% | 5.41 | 77.0% | 10.2% |
| 40Δ | 22.89 | 371.3% | 336.0% | 5.71 | 88.6% | 9.7% |
| 45Δ | 19.80 | 320.7% | 278.8% | 6.01 | 100.1% | 9.1% |
| 50Δ | 16.71 | 270.0% | 221.6% | 6.31 | 111.7% | 8.6% |
| 55Δ | 13.62 | 219.4% | 164.4% | 6.61 | 123.3% | 8.0% |
| 60Δ | 10.52 | 168.8% | 107.3% | 6.91 | 134.9% | 7.5% |
| 65Δ | 7.43 | 118.2% | 50.1% | 7.21 | 146.5% | 6.9% |
| 70Δ | 4.89 | 86.9% | 5.1% | 7.55 | 158.3% | 6.3% |
| 75Δ | 4.35 | 126.7% | 4.8% | 8.74 | 175.5% | 5.2% |
| 80Δ | 3.81 | 166.5% | 4.5% | 9.93 | 192.8% | 4.1% |
No recorded observations