Share price$2.79
1D-5.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:46.195Z
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 · 2026-10-22T18:32:38.029971923Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.98 | 218.6% | 120.4% | |||
| 25Δ | 5.33 | 223.1% | 98.8% | |||
| 30Δ | 4.85 | 219.8% | 83.0% | |||
| 35Δ | 4.55 | 208.3% | 73.5% | 2.80 | 147.7% | 18.6% |
| 40Δ | 4.24 | 196.8% | 64.0% | 3.21 | 173.6% | 17.7% |
| 45Δ | 3.94 | 185.3% | 54.5% | 3.61 | 199.5% | 16.8% |
| 50Δ | 3.63 | 173.8% | 45.0% | 4.02 | 225.4% | 15.9% |
| 55Δ | 3.33 | 162.3% | 35.4% | 4.42 | 251.4% | 15.1% |
| 60Δ | 3.03 | 150.8% | 25.9% | 4.83 | 277.3% | 14.2% |
| 65Δ | 2.72 | 139.3% | 16.4% | 5.38 | 286.1% | 12.5% |
| 70Δ | 6.03 | 282.5% | 10.1% | |||
| 75Δ | 6.69 | 279.0% | 7.8% | |||
| 80Δ | 7.34 | 275.4% | 5.4% | |||
No recorded observations