Share price$0.37
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:48.832Z
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 · 2026-10-22T20:55:20.693016481Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.81 | 447.4% | 408.3% | |||
| 35Δ | 1.27 | 351.9% | 260.4% | |||
| 40Δ | 0.73 | 256.4% | 112.4% | 2.45 | 783.9% | 44.5% |
| 45Δ | 1.20 | 459.2% | 250.5% | 2.16 | 687.4% | 38.6% |
| 50Δ | 1.87 | 590.9% | 32.6% | |||
| 55Δ | 1.58 | 494.4% | 26.7% | |||
| 60Δ | 1.30 | 397.8% | 20.8% | |||
| 65Δ | 1.01 | 301.3% | 14.9% | |||
| 70Δ | 0.72 | 204.8% | 9.0% | |||
| 75Δ | 0.58 | 154.0% | 4.6% | |||
| 80Δ | 0.88 | 240.4% | 4.6% | |||
No recorded observations