Share price$2.19
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:44:14.781Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T19:27:51.170843323Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.16 | 181.6% | 233.9% | |||
| 25Δ | 6.55 | 178.4% | 208.6% | |||
| 30Δ | 5.95 | 175.1% | 183.3% | |||
| 35Δ | 5.34 | 171.9% | 158.0% | |||
| 40Δ | 4.74 | 168.7% | 132.7% | |||
| 45Δ | 4.13 | 165.5% | 107.4% | |||
| 50Δ | 3.53 | 162.2% | 82.1% | |||
| 55Δ | 2.92 | 159.0% | 56.8% | 2.92 | 99.4% | 11.0% |
| 60Δ | 3.59 | 108.2% | 9.4% | |||
| 65Δ | 4.27 | 116.9% | 7.7% | |||
| 70Δ | 4.95 | 125.7% | 6.0% | |||
| 75Δ | 5.62 | 134.4% | 4.3% | |||
| 80Δ | 6.30 | 143.2% | 2.6% | |||
No recorded observations