Share price$2.76
1D-4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:36.111Z
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 · 2026-10-22T21:42:17.749790764Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.98 | 221.6% | 122.5% | |||
| 25Δ | 5.33 | 226.3% | 100.6% | |||
| 30Δ | 4.85 | 225.4% | 84.8% | |||
| 35Δ | 4.54 | 218.3% | 75.3% | 2.76 | 133.8% | 17.1% |
| 40Δ | 4.22 | 211.3% | 65.9% | 3.15 | 160.3% | 16.4% |
| 45Δ | 3.91 | 204.3% | 56.5% | 3.55 | 186.7% | 15.7% |
| 50Δ | 3.59 | 197.3% | 47.1% | 3.95 | 213.2% | 15.0% |
| 55Δ | 3.28 | 190.3% | 37.6% | 4.34 | 239.7% | 14.2% |
| 60Δ | 2.97 | 183.3% | 28.2% | 4.74 | 266.1% | 13.5% |
| 65Δ | 2.65 | 176.3% | 18.8% | 5.21 | 282.1% | 12.3% |
| 70Δ | 5.84 | 277.5% | 10.0% | |||
| 75Δ | 6.47 | 272.8% | 7.7% | |||
| 80Δ | 7.10 | 268.2% | 5.4% | |||
No recorded observations