Share price$5.92
1D+3.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:43:13.011Z
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 · 2026-10-23T16:26:05.175345284Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.73 | 446.5% | 57.9% | |||
| 25Δ | 4.18 | 416.3% | 52.6% | |||
| 30Δ | 4.63 | 386.1% | 47.2% | |||
| 35Δ | 22.68 | 466.5% | 300.5% | 5.08 | 355.9% | 41.9% |
| 40Δ | 12.44 | 355.4% | 127.7% | 5.53 | 325.7% | 36.5% |
| 45Δ | 9.46 | 303.7% | 78.3% | 5.98 | 295.5% | 31.2% |
| 50Δ | 7.88 | 269.6% | 53.1% | 6.42 | 265.3% | 25.9% |
| 55Δ | 6.84 | 239.4% | 36.7% | 6.87 | 235.1% | 20.5% |
| 60Δ | 6.18 | 224.3% | 27.5% | 7.32 | 204.9% | 15.2% |
| 65Δ | 5.67 | 212.4% | 21.1% | 7.77 | 174.7% | 9.9% |
| 70Δ | 5.20 | 201.6% | 15.6% | |||
| 75Δ | 4.83 | 186.9% | 11.4% | |||
| 80Δ | 4.54 | 169.1% | 8.3% | |||
No recorded observations