Share price$1.11
1D-7.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:30.929Z
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 · 2026-10-22T18:10:22.402821605Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.05 | 478.0% | 50.9% | |||
| 30Δ | 4.10 | 406.7% | 284.8% | 1.12 | 437.6% | 45.1% |
| 35Δ | 3.07 | 385.4% | 193.8% | 1.19 | 397.2% | 39.2% |
| 40Δ | 2.30 | 267.2% | 122.7% | 1.26 | 356.8% | 33.4% |
| 45Δ | 5.77 | 593.2% | 449.1% | 1.33 | 316.3% | 27.6% |
| 50Δ | 1.90 | 361.9% | 96.5% | 1.41 | 275.9% | 21.8% |
| 55Δ | 1.70 | 358.5% | 81.9% | 1.48 | 235.5% | 15.9% |
| 60Δ | 1.50 | 355.1% | 67.3% | |||
| 65Δ | 1.30 | 351.7% | 52.7% | |||
| 70Δ | 1.10 | 348.3% | 38.1% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations