Share price$4.01
1D-1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:36:32.774Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-23T17:35:57.473248253Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.86 | 79.0% | 75.8% | 2.68 | 150.4% | 46.7% |
| 25Δ | 6.40 | 78.6% | 65.6% | 2.92 | 140.7% | 42.3% |
| 30Δ | 5.93 | 78.2% | 55.3% | 3.16 | 131.1% | 37.9% |
| 35Δ | 5.47 | 77.7% | 45.1% | 3.40 | 121.4% | 33.5% |
| 40Δ | 5.00 | 77.3% | 34.9% | 3.64 | 111.8% | 29.1% |
| 45Δ | 3.87 | 102.1% | 24.7% | |||
| 50Δ | 4.11 | 92.5% | 20.3% | |||
| 55Δ | 4.35 | 82.8% | 15.9% | |||
| 60Δ | 4.59 | 73.2% | 11.5% | |||
| 65Δ | 4.82 | 63.5% | 7.1% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations