Share price$3.29
1D-2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:41:06.825Z
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 · 2026-10-22T20:00:08.58760538Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 2.61 | 155.7% | 33.9% | |||
| 30Δ | 6.13 | 169.9% | 95.6% | 2.82 | 150.3% | 31.2% |
| 35Δ | 4.95 | 146.2% | 60.6% | 3.03 | 144.8% | 28.4% |
| 40Δ | 4.71 | 139.1% | 55.1% | 3.23 | 139.3% | 25.6% |
| 45Δ | 4.48 | 132.0% | 49.5% | 3.44 | 133.9% | 22.8% |
| 50Δ | 4.24 | 124.9% | 43.9% | 3.65 | 128.4% | 20.1% |
| 55Δ | 4.01 | 117.7% | 38.3% | 3.85 | 123.0% | 17.3% |
| 60Δ | 3.77 | 110.6% | 32.7% | 4.06 | 117.5% | 14.5% |
| 65Δ | 3.54 | 103.5% | 27.2% | 4.27 | 112.1% | 11.8% |
| 70Δ | 3.30 | 96.4% | 21.6% | 4.48 | 106.6% | 9.0% |
| 75Δ | 3.07 | 89.3% | 16.0% | 4.68 | 101.2% | 6.2% |
| 80Δ | 2.83 | 82.2% | 10.4% | 4.89 | 95.7% | 3.5% |
No recorded observations