Share price$3.31
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:43:34.713Z
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 · 2026-10-23T00:00:06.608289549Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 10.10 | 310.0% | 211.8% | 2.06 | 311.7% | 47.5% |
| 25Δ | 7.50 | 271.5% | 134.8% | 2.43 | 249.6% | 37.2% |
| 30Δ | 5.71 | 226.0% | 81.4% | 2.80 | 187.6% | 26.8% |
| 35Δ | 5.02 | 214.0% | 62.1% | 3.11 | 158.1% | 20.5% |
| 40Δ | 4.55 | 199.7% | 49.3% | 3.34 | 164.4% | 18.6% |
| 45Δ | 4.08 | 185.4% | 36.7% | 3.57 | 170.6% | 16.7% |
| 50Δ | 3.81 | 177.9% | 30.2% | 3.80 | 176.9% | 14.8% |
| 55Δ | 3.58 | 171.8% | 25.2% | 4.04 | 181.9% | 12.8% |
| 60Δ | 3.34 | 165.8% | 20.1% | 4.33 | 180.4% | 10.9% |
| 65Δ | 3.11 | 159.7% | 15.0% | 4.61 | 178.8% | 9.0% |
| 70Δ | 2.89 | 156.0% | 11.4% | 4.90 | 177.3% | 7.0% |
| 75Δ | 2.69 | 154.5% | 9.3% | 5.30 | 173.3% | 5.4% |
| 80Δ | 2.49 | 152.9% | 7.2% | 5.76 | 168.0% | 4.1% |
No recorded observations