Share price$4.09
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:23.983Z
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 · 2026-10-22T20:00:06.483485647Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.71 | 186.2% | 44.3% | |||
| 25Δ | 2.92 | 174.9% | 40.4% | |||
| 30Δ | 3.13 | 163.6% | 36.6% | |||
| 35Δ | 3.35 | 152.3% | 32.7% | |||
| 40Δ | 4.97 | 103.8% | 31.1% | 3.56 | 140.9% | 28.9% |
| 45Δ | 4.72 | 105.7% | 28.3% | 3.77 | 129.6% | 25.0% |
| 50Δ | 4.47 | 107.6% | 25.5% | 3.98 | 118.3% | 21.2% |
| 55Δ | 4.22 | 109.5% | 22.7% | 4.20 | 107.0% | 17.3% |
| 60Δ | 3.98 | 111.3% | 19.9% | 4.41 | 95.7% | 13.5% |
| 65Δ | 3.73 | 113.2% | 17.1% | 4.62 | 84.4% | 9.6% |
| 70Δ | 3.48 | 115.1% | 14.3% | 4.84 | 73.0% | 5.8% |
| 75Δ | 3.23 | 117.0% | 11.6% | |||
| 80Δ | 2.99 | 118.9% | 8.8% | |||
No recorded observations