Share price$4.62
1D-3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:00:07.472Z
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 · 2026-10-22T20:52:52.852200792Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.56 | 192.4% | 90.1% | 3.44 | 162.1% | 31.6% |
| 25Δ | 7.61 | 182.5% | 70.8% | 3.80 | 140.3% | 24.8% |
| 30Δ | 6.87 | 171.1% | 56.0% | 4.10 | 130.4% | 20.2% |
| 35Δ | 6.14 | 159.6% | 41.3% | 4.34 | 135.7% | 18.4% |
| 40Δ | 5.74 | 156.3% | 34.3% | 4.58 | 141.0% | 16.6% |
| 45Δ | 5.42 | 154.9% | 29.1% | 4.82 | 146.3% | 14.8% |
| 50Δ | 5.10 | 153.4% | 23.9% | 5.07 | 149.8% | 13.0% |
| 55Δ | 4.82 | 154.3% | 20.3% | 5.35 | 148.3% | 11.1% |
| 60Δ | 4.57 | 156.1% | 17.4% | 5.63 | 146.7% | 9.3% |
| 65Δ | 4.31 | 158.0% | 14.4% | 5.91 | 145.2% | 7.5% |
| 70Δ | 4.05 | 159.9% | 11.5% | 6.25 | 143.6% | 6.0% |
| 75Δ | 3.74 | 164.7% | 9.3% | 6.62 | 141.9% | 4.6% |
| 80Δ | 3.43 | 170.2% | 7.2% | 6.99 | 140.2% | 3.2% |
No recorded observations