Share price$4.78
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:30.648Z
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 · 2026-10-22T23:00:00.001501772Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 9.36 | 277.4% | 108.0% | |||
| 40Δ | 8.15 | 237.2% | 82.9% | |||
| 45Δ | 6.94 | 197.0% | 57.8% | |||
| 50Δ | 5.73 | 156.9% | 32.7% | |||
| 55Δ | 4.87 | 138.2% | 17.0% | |||
| 60Δ | 4.54 | 151.7% | 15.1% | |||
| 65Δ | 4.20 | 165.2% | 13.3% | |||
| 70Δ | 3.87 | 178.7% | 11.5% | |||
| 75Δ | 3.54 | 192.1% | 9.7% | 6.52 | 111.5% | 3.2% |
| 80Δ | 3.21 | 205.6% | 7.9% | |||
No recorded observations