Share price$0.50
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:56:07.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T22:30:00.003737635Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 0.56 | 534.0% | 66.9% | |||
| 25Δ | 0.60 | 501.4% | 61.4% | |||
| 30Δ | 1.01 | 193.6% | 111.9% | 0.64 | 468.7% | 56.0% |
| 35Δ | 1.17 | 242.7% | 147.9% | 0.68 | 436.0% | 50.5% |
| 40Δ | 1.33 | 291.8% | 183.9% | 0.71 | 403.4% | 45.1% |
| 45Δ | 1.48 | 340.9% | 219.9% | 0.75 | 370.7% | 39.6% |
| 50Δ | 1.24 | 298.1% | 172.8% | 0.79 | 338.1% | 34.2% |
| 55Δ | 0.96 | 243.8% | 115.3% | 0.83 | 305.4% | 28.8% |
| 60Δ | 0.67 | 189.6% | 57.8% | 0.87 | 272.8% | 23.3% |
| 65Δ | 1.58 | 257.6% | 252.2% | 0.91 | 240.1% | 17.9% |
| 70Δ | 4.16 | 493.3% | 792.2% | 0.95 | 207.5% | 12.4% |
| 75Δ | 6.73 | 729.1% | 1332.1% | 0.99 | 174.8% | 7.0% |
| 80Δ | 5.16 | 800.0% | 1027.3% | 6.84 | 402.3% | 0.3% |
No recorded observations