Share price$2.18
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:17.027Z
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 · 2026-10-22T20:32:53.573874248Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.85 | 83.4% | 33.7% | 1.74 | 103.9% | 23.8% |
| 25Δ | 2.76 | 83.3% | 30.8% | 1.87 | 89.9% | 18.3% |
| 30Δ | 2.67 | 83.2% | 27.9% | 2.00 | 76.0% | 12.9% |
| 35Δ | 2.59 | 83.1% | 25.1% | 2.22 | 91.1% | 12.1% |
| 40Δ | 2.50 | 83.0% | 22.2% | 2.44 | 106.2% | 11.3% |
| 45Δ | 2.42 | 82.9% | 19.3% | 2.66 | 121.3% | 10.6% |
| 50Δ | 2.33 | 82.8% | 16.5% | 2.87 | 136.4% | 9.8% |
| 55Δ | 2.24 | 82.7% | 13.6% | 3.09 | 151.5% | 9.1% |
| 60Δ | 2.16 | 82.6% | 10.8% | 3.31 | 166.7% | 8.3% |
| 65Δ | 2.07 | 82.5% | 7.9% | 3.53 | 181.8% | 7.6% |
| 70Δ | 3.75 | 196.9% | 6.8% | |||
| 75Δ | 3.97 | 212.0% | 6.1% | |||
| 80Δ | 3.09 | 120.0% | 2.8% | |||
No recorded observations