Share price$1.16
1D-3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:21.241Z
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 · 2026-10-22T20:35:00.109677354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.54 | 357.7% | 299.2% | 0.99 | 523.9% | 57.8% |
| 25Δ | 4.99 | 411.7% | 341.3% | 1.08 | 476.0% | 50.9% |
| 30Δ | 3.98 | 389.8% | 255.9% | 1.16 | 431.4% | 44.5% |
| 35Δ | 2.92 | 357.8% | 166.4% | 1.24 | 386.8% | 38.2% |
| 40Δ | 1.92 | 214.2% | 77.4% | 1.32 | 342.2% | 31.8% |
| 45Δ | 5.77 | 576.1% | 423.7% | 1.40 | 297.6% | 25.5% |
| 50Δ | 4.91 | 528.2% | 352.3% | 1.49 | 252.9% | 19.1% |
| 55Δ | 4.06 | 480.3% | 280.8% | 1.55 | 233.4% | 16.3% |
| 60Δ | 3.20 | 432.5% | 209.3% | 1.62 | 218.7% | 14.1% |
| 65Δ | 2.35 | 384.6% | 137.8% | 1.68 | 204.0% | 11.9% |
| 70Δ | 1.49 | 336.8% | 66.3% | 1.74 | 189.4% | 9.7% |
| 75Δ | 0.94 | 310.9% | 22.8% | 1.81 | 174.7% | 7.5% |
| 80Δ | 0.81 | 315.3% | 17.6% | 1.87 | 160.0% | 5.3% |
No recorded observations