Share price$3.89
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:51.450Z
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 · 2026-10-22T23:46:33.67634308Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 5.72 | 140.0% | 51.5% | |||
| 30Δ | 4.88 | 113.5% | 31.5% | |||
| 35Δ | 4.69 | 114.2% | 29.1% | |||
| 40Δ | 4.50 | 114.9% | 26.7% | |||
| 45Δ | 4.31 | 115.6% | 24.3% | |||
| 50Δ | 4.13 | 116.3% | 21.9% | |||
| 55Δ | 3.94 | 117.0% | 19.5% | |||
| 60Δ | 3.75 | 117.7% | 17.2% | |||
| 65Δ | 3.56 | 118.4% | 14.8% | |||
| 70Δ | 3.37 | 119.1% | 12.4% | 5.13 | 131.4% | 5.4% |
| 75Δ | 3.18 | 119.8% | 10.0% | 5.90 | 146.7% | 4.4% |
| 80Δ | 2.99 | 120.5% | 7.6% | 6.67 | 162.0% | 3.5% |
No recorded observations