Share price$0.37
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:45:48.276Z
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 · 2026-10-22T22:09:16.452142726Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 1.82 | 450.7% | 412.4% | |||
| 35Δ | 1.27 | 354.4% | 262.6% | |||
| 40Δ | 0.73 | 258.1% | 112.8% | 2.46 | 787.2% | 44.4% |
| 45Δ | 1.18 | 456.1% | 247.6% | 2.18 | 693.5% | 38.7% |
| 50Δ | 1.90 | 599.7% | 32.9% | |||
| 55Δ | 1.62 | 505.9% | 27.2% | |||
| 60Δ | 1.34 | 412.2% | 21.5% | |||
| 65Δ | 1.07 | 318.4% | 15.7% | |||
| 70Δ | 0.79 | 224.6% | 10.0% | |||
| 75Δ | 0.51 | 130.9% | 4.2% | |||
| 80Δ | 0.81 | 216.1% | 4.1% | |||
No recorded observations