Share price$3.39
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:36.256Z
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 · 2026-10-22T16:42:05.378098376Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.95 | 299.8% | 200.2% | 3.91 | 635.8% | 60.4% |
| 25Δ | 7.44 | 261.7% | 127.4% | 3.53 | 412.3% | 42.2% |
| 30Δ | 6.12 | 239.6% | 89.9% | 3.03 | 157.6% | 22.4% |
| 35Δ | 5.25 | 217.6% | 65.4% | 5.09 | 493.0% | 41.5% |
| 40Δ | 4.71 | 205.9% | 51.4% | 5.29 | 462.9% | 37.5% |
| 45Δ | 4.31 | 198.5% | 41.3% | 5.50 | 432.7% | 33.4% |
| 50Δ | 3.95 | 192.7% | 32.5% | 5.71 | 402.6% | 29.4% |
| 55Δ | 3.70 | 192.7% | 28.0% | 5.92 | 372.5% | 25.3% |
| 60Δ | 3.45 | 192.7% | 23.4% | 6.12 | 342.4% | 21.3% |
| 65Δ | 3.21 | 192.7% | 18.9% | 6.33 | 312.2% | 17.2% |
| 70Δ | 2.96 | 193.9% | 14.6% | 6.54 | 282.1% | 13.2% |
| 75Δ | 2.69 | 202.2% | 12.0% | 6.75 | 252.0% | 9.1% |
| 80Δ | 2.42 | 210.6% | 9.4% | 6.95 | 221.8% | 5.1% |
No recorded observations