Share price$4.32
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:58:18.313Z
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 · 2026-10-22T21:39:59.377505808Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.31 | 234.5% | 122.0% | 2.90 | 165.8% | 38.1% |
| 25Δ | 9.92 | 276.6% | 137.9% | 3.10 | 156.7% | 34.8% |
| 30Δ | 3.29 | 147.7% | 31.6% | |||
| 35Δ | 3.48 | 138.6% | 28.3% | |||
| 40Δ | 3.67 | 129.6% | 25.0% | |||
| 45Δ | 3.86 | 120.5% | 21.7% | |||
| 50Δ | 4.05 | 111.5% | 18.5% | |||
| 55Δ | 4.24 | 102.4% | 15.2% | |||
| 60Δ | 4.43 | 93.3% | 11.9% | |||
| 65Δ | 4.62 | 84.3% | 8.7% | |||
| 70Δ | 4.81 | 75.2% | 5.4% | |||
| 75Δ | 5.03 | 67.4% | 2.2% | |||
| 80Δ | 6.54 | 126.1% | 2.6% | |||
No recorded observations