Share price$0.51
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:01:34.247Z
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 · 2026-10-22T21:58:45.918580572Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.04 | 216.2% | 111.1% | |||
| 25Δ | 1.43 | 292.5% | 195.8% | |||
| 30Δ | 1.81 | 368.8% | 280.6% | |||
| 35Δ | 2.20 | 445.1% | 365.3% | |||
| 40Δ | 2.59 | 521.4% | 450.0% | |||
| 45Δ | 2.97 | 597.7% | 534.8% | |||
| 50Δ | 3.36 | 674.0% | 619.5% | |||
| 55Δ | 3.75 | 750.3% | 704.3% | |||
| 60Δ | 3.65 | 800.0% | 691.1% | |||
| 65Δ | 2.72 | 800.0% | 511.5% | |||
| 70Δ | 0.74 | 434.0% | 92.3% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations