Share price$2.12
1D-2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:21:11.132Z
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 · 2026-10-22T18:20:31.678319004Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.83 | 89.2% | 36.6% | 1.68 | 107.1% | 24.5% |
| 25Δ | 2.73 | 89.2% | 33.3% | 1.79 | 97.5% | 20.2% |
| 30Δ | 2.64 | 89.2% | 30.0% | 1.89 | 87.9% | 15.8% |
| 35Δ | 2.55 | 89.2% | 26.7% | 2.00 | 78.8% | 11.5% |
| 40Δ | 2.46 | 89.2% | 23.4% | 2.23 | 92.7% | 10.7% |
| 45Δ | 2.36 | 89.2% | 20.1% | 2.45 | 106.5% | 10.0% |
| 50Δ | 2.27 | 89.2% | 16.8% | 2.68 | 120.4% | 9.2% |
| 55Δ | 2.18 | 89.2% | 13.5% | 2.90 | 134.3% | 8.4% |
| 60Δ | 2.08 | 89.2% | 10.2% | 3.13 | 148.2% | 7.6% |
| 65Δ | 1.99 | 90.0% | 7.2% | 3.35 | 162.1% | 6.8% |
| 70Δ | 1.88 | 97.2% | 6.2% | 3.58 | 175.9% | 6.0% |
| 75Δ | 1.78 | 104.3% | 5.2% | 3.80 | 189.8% | 5.2% |
| 80Δ | 1.67 | 111.5% | 4.2% | 3.97 | 197.6% | 4.3% |
No recorded observations