Share price$1.71
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:20.787Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T17:36:46.524655977Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 1.51 | 233.8% | 45.4% | |||
| 30Δ | 1.71 | 223.2% | 40.5% | |||
| 35Δ | 1.91 | 212.7% | 35.5% | |||
| 40Δ | 2.11 | 202.2% | 30.5% | |||
| 45Δ | 18.12 | 426.0% | 992.2% | 2.31 | 191.7% | 25.5% |
| 50Δ | 9.03 | 288.7% | 455.5% | 2.42 | 169.4% | 19.6% |
| 55Δ | 2.36 | 152.6% | 60.6% | 2.55 | 115.5% | 12.2% |
| 60Δ | 1.86 | 152.7% | 35.1% | 3.36 | 129.0% | 10.2% |
| 65Δ | 1.71 | 160.6% | 30.7% | 4.16 | 142.4% | 8.3% |
| 70Δ | 1.56 | 168.5% | 26.3% | 4.96 | 155.9% | 6.4% |
| 75Δ | 1.39 | 168.8% | 21.1% | 5.77 | 169.4% | 4.4% |
| 80Δ | 1.22 | 164.9% | 15.5% | 6.57 | 182.8% | 2.5% |
No recorded observations