Share price$1.36
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:06:05.602Z
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 · 2026-10-22T14:05:42.28291604Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.99 | 345.0% | 275.8% | 1.02 | 154.7% | 30.6% |
| 25Δ | 3.84 | 297.5% | 192.0% | 1.07 | 145.5% | 27.6% |
| 30Δ | 3.63 | 281.8% | 177.5% | 1.13 | 136.4% | 24.7% |
| 35Δ | 3.41 | 266.1% | 163.0% | 1.18 | 127.2% | 21.7% |
| 40Δ | 3.19 | 250.4% | 148.5% | 1.24 | 118.1% | 18.7% |
| 45Δ | 2.98 | 234.7% | 134.0% | 1.29 | 108.9% | 15.8% |
| 50Δ | 2.76 | 219.0% | 119.5% | 1.34 | 99.8% | 12.8% |
| 55Δ | 2.54 | 203.3% | 105.0% | 1.40 | 90.6% | 9.8% |
| 60Δ | 2.33 | 187.6% | 90.5% | 1.45 | 81.5% | 6.8% |
| 65Δ | 2.11 | 171.9% | 76.0% | 1.51 | 73.9% | 4.0% |
| 70Δ | 1.90 | 156.2% | 61.5% | 1.65 | 87.1% | 3.5% |
| 75Δ | 1.68 | 140.5% | 47.0% | 1.78 | 100.3% | 3.0% |
| 80Δ | 1.46 | 124.8% | 32.5% | 1.92 | 113.5% | 2.5% |
No recorded observations