Share price$4.46
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:19:30.184Z
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 · 2026-10-22T22:33:00.876247283Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.28 | 178.9% | 69.0% | |||
| 30Δ | 6.63 | 160.4% | 55.3% | |||
| 35Δ | 5.99 | 142.0% | 41.5% | |||
| 40Δ | 5.34 | 123.5% | 27.7% | |||
| 45Δ | 4.87 | 120.9% | 19.8% | |||
| 50Δ | 4.59 | 135.7% | 18.2% | |||
| 55Δ | 4.32 | 150.6% | 16.6% | |||
| 60Δ | 4.05 | 165.4% | 15.0% | |||
| 65Δ | 3.77 | 180.3% | 13.3% | 5.58 | 114.8% | 5.7% |
| 70Δ | 3.50 | 195.1% | 11.7% | 6.21 | 132.1% | 5.0% |
| 75Δ | 3.22 | 210.0% | 10.1% | 6.83 | 149.3% | 4.3% |
| 80Δ | 2.95 | 224.9% | 8.5% | 7.45 | 166.6% | 3.6% |
No recorded observations