Share price$4.64
1D-3.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:37:19.465Z
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 · 2026-10-22T17:36:42.940483163Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.57 | 191.0% | 89.4% | 3.45 | 162.0% | 31.6% |
| 25Δ | 7.61 | 181.0% | 70.1% | 3.82 | 140.2% | 24.8% |
| 30Δ | 6.88 | 169.7% | 55.5% | 4.12 | 132.1% | 20.4% |
| 35Δ | 6.15 | 158.3% | 40.9% | 4.36 | 137.6% | 18.6% |
| 40Δ | 5.75 | 154.7% | 33.9% | 4.61 | 143.1% | 16.8% |
| 45Δ | 5.43 | 153.1% | 28.7% | 4.85 | 148.6% | 14.9% |
| 50Δ | 5.11 | 151.6% | 23.6% | 5.11 | 152.1% | 13.1% |
| 55Δ | 4.84 | 150.2% | 19.8% | 5.42 | 152.3% | 11.3% |
| 60Δ | 4.59 | 148.9% | 16.7% | 5.72 | 152.5% | 9.5% |
| 65Δ | 4.34 | 147.6% | 13.5% | 6.03 | 152.8% | 7.8% |
| 70Δ | 4.09 | 146.3% | 10.4% | 6.48 | 154.6% | 6.3% |
| 75Δ | 3.82 | 144.9% | 8.1% | 6.93 | 156.5% | 4.9% |
| 80Δ | 3.56 | 143.6% | 6.3% | 7.29 | 148.9% | 3.5% |
No recorded observations