Share price$2.33
1D-2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:31:54.701Z
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 · 2026-10-23T17:31:41.073543728Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.21 | 284.4% | 174.3% | |||
| 25Δ | 6.86 | 338.8% | 205.0% | |||
| 30Δ | 7.54 | 394.0% | 237.4% | |||
| 35Δ | 6.96 | 308.4% | 210.8% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 2.99 | 103.1% | 5.9% | |||
| 65Δ | 3.71 | 126.4% | 5.1% | |||
| 70Δ | 4.44 | 149.7% | 4.4% | |||
| 75Δ | 5.16 | 173.0% | 3.6% | |||
| 80Δ | 5.89 | 196.3% | 2.8% | |||
No recorded observations