Share price$2.96
1D-3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:39.774Z
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 · 2026-10-22T20:00:02.552118211Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.44 | 223.3% | 123.3% | |||
| 25Δ | 5.85 | 227.9% | 105.2% | |||
| 30Δ | 5.27 | 232.4% | 87.2% | 2.91 | 245.4% | 30.8% |
| 35Δ | 4.85 | 226.1% | 74.6% | 3.82 | 284.2% | 29.1% |
| 40Δ | 4.58 | 210.7% | 66.5% | 4.73 | 323.0% | 27.4% |
| 45Δ | 4.31 | 195.4% | 58.4% | 5.65 | 361.7% | 25.7% |
| 50Δ | 4.04 | 180.0% | 50.3% | 6.56 | 400.5% | 24.0% |
| 55Δ | 3.77 | 164.6% | 42.1% | 7.47 | 439.2% | 22.3% |
| 60Δ | 3.50 | 149.3% | 34.0% | 7.06 | 390.6% | 18.9% |
| 65Δ | 3.23 | 133.9% | 25.9% | 6.60 | 339.4% | 15.3% |
| 70Δ | 2.96 | 118.6% | 17.8% | 6.15 | 288.2% | 11.8% |
| 75Δ | 2.69 | 103.2% | 9.7% | 5.69 | 237.0% | 8.2% |
| 80Δ | 5.23 | 185.8% | 4.7% | |||
No recorded observations