Share price$3.76
1D+5.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:41:59.842Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T19:35:33.124780821Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 3.50 | 187.7% | 46.6% | |||
| 30Δ | 4.12 | 183.2% | 41.4% | |||
| 35Δ | 4.73 | 178.7% | 36.2% | |||
| 40Δ | 18.35 | 230.3% | 409.7% | 5.35 | 174.3% | 31.0% |
| 45Δ | 15.79 | 218.1% | 344.7% | 5.97 | 169.8% | 25.8% |
| 50Δ | 13.24 | 205.9% | 279.6% | |||
| 55Δ | 10.68 | 193.8% | 214.5% | |||
| 60Δ | 8.13 | 181.6% | 149.4% | |||
| 65Δ | 5.57 | 169.5% | 84.4% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations