Share price$5.18
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:43:10.993Z
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 · 2026-10-22T20:00:00.18430025Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.18 | 178.3% | 82.1% | |||
| 25Δ | 8.63 | 185.1% | 73.3% | |||
| 30Δ | 8.09 | 192.0% | 64.4% | 5.01 | 346.4% | 38.2% |
| 35Δ | 7.54 | 198.8% | 55.6% | 5.49 | 329.3% | 33.8% |
| 40Δ | 7.05 | 180.7% | 46.6% | 5.98 | 312.1% | 29.5% |
| 45Δ | 6.56 | 160.6% | 37.7% | 6.46 | 295.0% | 25.2% |
| 50Δ | 6.07 | 140.4% | 28.7% | 6.95 | 277.9% | 20.9% |
| 55Δ | 5.58 | 120.3% | 19.8% | 7.44 | 260.7% | 16.6% |
| 60Δ | 5.10 | 100.2% | 10.8% | 9.05 | 289.4% | 14.8% |
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations