Share price$3.84
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:51:55.542Z
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 · 2026-10-23T21:38:19.084179453Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 12.43 | 360.4% | 233.6% | |||
| 30Δ | 9.65 | 289.2% | 160.7% | |||
| 35Δ | 8.05 | 229.6% | 118.2% | |||
| 40Δ | 6.44 | 169.9% | 75.7% | |||
| 45Δ | 4.83 | 110.3% | 33.2% | |||
| 50Δ | 3.85 | 98.7% | 11.0% | |||
| 55Δ | 3.54 | 137.7% | 10.2% | 8.21 | 259.9% | 12.9% |
| 60Δ | 3.22 | 176.7% | 9.5% | 13.28 | 461.6% | 18.5% |
| 65Δ | 2.91 | 215.7% | 8.7% | 16.70 | 490.8% | 16.3% |
| 70Δ | 2.60 | 254.7% | 8.0% | 19.85 | 491.3% | 12.9% |
| 75Δ | 2.29 | 293.7% | 7.2% | 5.00 | 113.3% | 3.6% |
| 80Δ | 1.97 | 332.7% | 6.5% | 12.06 | 312.8% | 5.7% |
No recorded observations