Share price$1.26
1D-3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:44:45.346Z
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 · 2026-10-22T20:00:00.406060072Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.20 | 108.4% | 21.2% | |||
| 25Δ | 1.37 | 126.2% | 20.0% | |||
| 30Δ | 1.54 | 144.0% | 18.9% | |||
| 35Δ | 1.71 | 161.9% | 17.7% | |||
| 40Δ | 1.88 | 179.7% | 16.5% | |||
| 45Δ | 2.05 | 197.5% | 15.3% | |||
| 50Δ | 3.91 | 530.8% | 240.0% | 2.22 | 215.3% | 14.1% |
| 55Δ | 3.47 | 549.8% | 209.2% | 2.39 | 233.2% | 13.0% |
| 60Δ | 3.36 | 587.4% | 205.6% | 2.56 | 251.0% | 11.8% |
| 65Δ | 4.55 | 682.1% | 306.4% | 2.73 | 268.8% | 10.6% |
| 70Δ | 3.05 | 544.4% | 187.9% | 2.90 | 286.6% | 9.4% |
| 75Δ | 1.56 | 406.8% | 69.3% | 2.88 | 275.2% | 7.8% |
| 80Δ | 2.58 | 220.7% | 5.4% | |||
No recorded observations