Share price$2.55
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:58:33.983Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:08.017673273Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 7.00 | 271.5% | 190.0% | |||
| 40Δ | 5.60 | 254.4% | 137.2% | 2.58 | 106.0% | 16.5% |
| 45Δ | 4.58 | 215.7% | 96.9% | 3.24 | 121.9% | 15.1% |
| 50Δ | 3.84 | 161.0% | 65.8% | 3.89 | 137.9% | 13.7% |
| 55Δ | 3.11 | 106.3% | 34.7% | 4.55 | 153.9% | 12.3% |
| 60Δ | 5.20 | 169.9% | 10.8% | |||
| 65Δ | 5.85 | 185.9% | 9.4% | |||
| 70Δ | 6.51 | 201.9% | 8.0% | |||
| 75Δ | 7.16 | 217.9% | 6.6% | |||
| 80Δ | ||||||
No recorded observations