Share price$1.80
1D+3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:29.009Z
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 · 2026-10-22T23:57:48.55827517Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.01 | 169.2% | 71.8% | 1.52 | 87.8% | 19.1% |
| 25Δ | 3.19 | 211.8% | 84.4% | 1.59 | 95.4% | 17.8% |
| 30Δ | 3.36 | 254.4% | 97.0% | 1.67 | 103.1% | 16.6% |
| 35Δ | 3.11 | 235.1% | 83.4% | 1.74 | 110.7% | 15.4% |
| 40Δ | 1.98 | 84.2% | 16.1% | 1.81 | 118.4% | 14.2% |
| 45Δ | 1.93 | 81.9% | 14.5% | 1.89 | 126.0% | 13.0% |
| 50Δ | 1.88 | 79.6% | 13.0% | 1.96 | 133.7% | 11.7% |
| 55Δ | 1.83 | 77.3% | 11.5% | 2.13 | 148.4% | 10.7% |
| 60Δ | 1.78 | 75.0% | 9.9% | 2.42 | 172.3% | 9.9% |
| 65Δ | 1.73 | 72.7% | 8.4% | 2.72 | 196.2% | 9.0% |
| 70Δ | 1.67 | 70.3% | 6.8% | 2.95 | 211.5% | 8.0% |
| 75Δ | 1.62 | 68.0% | 5.3% | 3.07 | 189.8% | 5.5% |
| 80Δ | 1.57 | 65.7% | 3.7% | 4.96 | 288.4% | 5.5% |
No recorded observations