Share price$4.65
1D-3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:26.494Z
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 · 2026-10-22T23:15:16.265601815Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.57 | 191.3% | 89.0% | 3.46 | 162.5% | 31.6% |
| 25Δ | 7.62 | 181.1% | 69.8% | 3.83 | 140.3% | 24.7% |
| 30Δ | 6.89 | 169.4% | 55.3% | 4.13 | 132.9% | 20.5% |
| 35Δ | 6.16 | 157.7% | 40.7% | 4.37 | 138.6% | 18.7% |
| 40Δ | 5.75 | 153.9% | 33.6% | 4.62 | 144.2% | 16.9% |
| 45Δ | 5.44 | 152.3% | 28.5% | 4.86 | 149.8% | 15.0% |
| 50Δ | 5.12 | 150.6% | 23.4% | 5.13 | 152.5% | 13.2% |
| 55Δ | 4.84 | 150.9% | 19.7% | 5.41 | 151.3% | 11.3% |
| 60Δ | 4.59 | 152.3% | 16.8% | 5.70 | 150.1% | 9.5% |
| 65Δ | 4.33 | 153.6% | 14.0% | 5.99 | 148.9% | 7.6% |
| 70Δ | 4.08 | 155.0% | 11.1% | 6.37 | 148.0% | 6.1% |
| 75Δ | 3.79 | 158.2% | 8.9% | 6.76 | 147.2% | 4.7% |
| 80Δ | 3.48 | 162.2% | 6.9% | 7.17 | 144.6% | 3.3% |
No recorded observations