Share price$1.80
1D+3.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T05:59:44.712Z
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 | 169.7% | 71.8% | 1.52 | 88.1% | 19.1% |
| 25Δ | 3.19 | 212.4% | 84.4% | 1.59 | 96.0% | 17.8% |
| 30Δ | 3.36 | 255.1% | 97.0% | 1.67 | 104.0% | 16.6% |
| 35Δ | 3.11 | 235.9% | 83.3% | 1.74 | 112.0% | 15.4% |
| 40Δ | 1.98 | 85.7% | 16.1% | 1.81 | 119.9% | 14.2% |
| 45Δ | 1.93 | 83.4% | 14.5% | 1.89 | 127.9% | 13.0% |
| 50Δ | 1.88 | 81.1% | 13.0% | 1.96 | 135.8% | 11.7% |
| 55Δ | 1.83 | 78.7% | 11.4% | 2.13 | 150.5% | 10.7% |
| 60Δ | 1.78 | 76.4% | 9.9% | 2.42 | 173.9% | 9.9% |
| 65Δ | 1.72 | 74.0% | 8.3% | 2.72 | 197.2% | 9.0% |
| 70Δ | 1.67 | 71.7% | 6.8% | 2.95 | 212.3% | 8.0% |
| 75Δ | 1.62 | 69.3% | 5.2% | 3.07 | 190.2% | 5.5% |
| 80Δ | 1.57 | 67.0% | 3.7% | 4.96 | 288.9% | 5.5% |
No recorded observations