Share price$5.30
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:41:18.165Z
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 · 2026-10-22T20:00:00.625202972Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.41 | 292.1% | 46.2% | |||
| 25Δ | 3.91 | 246.2% | 37.6% | |||
| 30Δ | 4.40 | 200.2% | 29.0% | |||
| 35Δ | 4.89 | 154.2% | 20.3% | |||
| 40Δ | 5.48 | 150.8% | 17.2% | |||
| 45Δ | 7.40 | 242.3% | 55.7% | 6.09 | 159.8% | 15.6% |
| 50Δ | 6.76 | 207.0% | 43.4% | 6.71 | 168.8% | 14.0% |
| 55Δ | 6.13 | 171.6% | 31.1% | 7.33 | 177.8% | 12.5% |
| 60Δ | 5.49 | 136.3% | 18.8% | 7.94 | 186.8% | 10.9% |
| 65Δ | 8.56 | 195.8% | 9.3% | |||
| 70Δ | 9.17 | 204.8% | 7.8% | |||
| 75Δ | 9.79 | 213.8% | 6.2% | |||
| 80Δ | 9.08 | 174.4% | 4.1% | |||
No recorded observations