Share price$3.64
1D-3.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:49.252Z
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 · 2026-10-22T21:06:52.753545701Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 11.10 | 309.0% | 211.9% | 2.55 | 228.9% | 39.4% |
| 25Δ | 7.76 | 255.8% | 121.1% | 2.91 | 199.2% | 31.3% |
| 30Δ | 6.46 | 232.0% | 86.8% | 3.19 | 192.9% | 27.1% |
| 35Δ | 5.49 | 208.5% | 61.2% | 3.46 | 194.7% | 24.2% |
| 40Δ | 4.89 | 195.6% | 46.4% | 3.72 | 196.5% | 21.3% |
| 45Δ | 4.61 | 200.3% | 41.1% | 3.98 | 198.3% | 18.5% |
| 50Δ | 4.32 | 205.0% | 35.8% | 4.28 | 197.4% | 16.1% |
| 55Δ | 4.04 | 209.7% | 30.5% | 4.59 | 196.4% | 13.8% |
| 60Δ | 3.76 | 202.4% | 25.3% | 4.90 | 195.3% | 11.5% |
| 65Δ | 3.49 | 193.2% | 20.0% | 5.29 | 195.9% | 9.5% |
| 70Δ | 3.22 | 184.1% | 14.8% | 5.74 | 197.3% | 7.6% |
| 75Δ | 2.95 | 177.0% | 10.2% | 6.14 | 193.7% | 5.9% |
| 80Δ | 2.67 | 178.3% | 7.9% | 6.49 | 183.0% | 4.2% |
No recorded observations