Share price$1.01
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:18:49.968Z
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 · 2026-10-22T23:00:00.0026176Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.98 | 359.2% | 301.8% | |||
| 25Δ | 3.60 | 329.2% | 264.4% | |||
| 30Δ | 3.21 | 299.2% | 227.1% | |||
| 35Δ | 2.82 | 269.2% | 189.8% | 1.03 | 281.7% | 30.2% |
| 40Δ | 2.44 | 239.1% | 152.4% | 1.22 | 291.2% | 27.4% |
| 45Δ | 2.05 | 209.1% | 115.1% | 1.41 | 300.6% | 24.6% |
| 50Δ | 1.66 | 179.1% | 77.8% | 1.60 | 310.1% | 21.8% |
| 55Δ | 1.28 | 149.1% | 40.4% | 1.79 | 319.5% | 19.0% |
| 60Δ | 1.98 | 329.0% | 16.2% | |||
| 65Δ | 1.67 | 227.8% | 10.3% | |||
| 70Δ | 2.13 | 255.6% | 8.8% | |||
| 75Δ | 2.59 | 283.3% | 7.3% | |||
| 80Δ | 3.10 | 308.5% | 5.7% | |||
No recorded observations