Share price$1.42
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:04.338Z
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 · 2026-10-22T14:49:59.478318309Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 4.04 | 573.4% | 59.3% | |||
| 30Δ | 4.82 | 546.7% | 52.9% | |||
| 35Δ | 1.91 | 116.9% | 44.3% | 3.47 | 441.1% | 43.4% |
| 40Δ | 1.81 | 119.2% | 40.4% | 2.87 | 371.2% | 36.3% |
| 45Δ | 1.72 | 121.5% | 36.5% | 2.68 | 320.0% | 30.5% |
| 50Δ | 1.62 | 123.8% | 32.6% | 2.48 | 268.9% | 24.6% |
| 55Δ | 1.53 | 126.1% | 28.7% | 2.29 | 217.8% | 18.8% |
| 60Δ | 1.43 | 128.4% | 24.8% | 2.09 | 166.6% | 12.9% |
| 65Δ | 1.33 | 130.7% | 20.9% | |||
| 70Δ | 1.24 | 133.0% | 17.0% | |||
| 75Δ | 1.14 | 135.3% | 13.1% | |||
| 80Δ | 1.04 | 137.6% | 9.2% | |||
No recorded observations