Share price$0.50
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:42.551Z
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 | 534.1% | 66.9% | |||
| 25Δ | 0.60 | 501.5% | 61.4% | |||
| 30Δ | 1.01 | 193.7% | 111.9% | 0.64 | 468.8% | 56.0% |
| 35Δ | 1.17 | 242.8% | 147.9% | 0.68 | 436.2% | 50.5% |
| 40Δ | 1.33 | 292.0% | 183.9% | 0.71 | 403.5% | 45.1% |
| 45Δ | 1.48 | 341.1% | 219.9% | 0.75 | 370.8% | 39.6% |
| 50Δ | 1.24 | 298.2% | 172.8% | 0.79 | 338.2% | 34.2% |
| 55Δ | 0.96 | 244.0% | 115.3% | 0.83 | 305.5% | 28.8% |
| 60Δ | 0.67 | 189.7% | 57.8% | 0.87 | 272.9% | 23.3% |
| 65Δ | 1.59 | 257.8% | 252.5% | 0.91 | 240.2% | 17.9% |
| 70Δ | 4.16 | 493.7% | 793.0% | 0.95 | 207.6% | 12.4% |
| 75Δ | 6.73 | 729.7% | 1333.5% | 0.99 | 174.9% | 7.0% |
| 80Δ | 5.15 | 800.0% | 1025.8% | 6.85 | 402.6% | 0.3% |
No recorded observations