Share price$1.28
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:34:30.512Z
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 · 2026-10-22T22:27:40.96812034Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.23 | 116.2% | 22.3% | |||
| 25Δ | 1.41 | 135.3% | 21.1% | |||
| 30Δ | 1.58 | 154.5% | 19.9% | |||
| 35Δ | 1.76 | 173.7% | 18.7% | |||
| 40Δ | 1.93 | 192.9% | 17.5% | |||
| 45Δ | 2.11 | 212.0% | 16.3% | |||
| 50Δ | 3.98 | 534.8% | 240.2% | 2.28 | 231.2% | 15.1% |
| 55Δ | 3.42 | 543.3% | 201.3% | 2.46 | 250.4% | 13.9% |
| 60Δ | 3.56 | 596.7% | 217.8% | 2.63 | 269.5% | 12.7% |
| 65Δ | 4.42 | 661.0% | 290.0% | 2.81 | 288.7% | 11.5% |
| 70Δ | 3.00 | 528.4% | 179.3% | 2.98 | 307.9% | 10.3% |
| 75Δ | 1.58 | 395.8% | 68.6% | 2.65 | 248.2% | 7.4% |
| 80Δ | 2.25 | 180.3% | 4.3% | |||
No recorded observations