Share price$4.30
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:41:12.223Z
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 · 2026-10-22T23:00:00.004006648Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.31 | 235.8% | 122.9% | 2.89 | 165.4% | 38.1% |
| 25Δ | 9.91 | 278.0% | 139.0% | 3.07 | 156.4% | 34.9% |
| 30Δ | 3.25 | 147.5% | 31.8% | |||
| 35Δ | 3.44 | 138.5% | 28.6% | |||
| 40Δ | 3.62 | 129.5% | 25.4% | |||
| 45Δ | 3.81 | 120.5% | 22.3% | |||
| 50Δ | 3.99 | 111.6% | 19.1% | |||
| 55Δ | 4.17 | 102.6% | 16.0% | |||
| 60Δ | 4.36 | 93.6% | 12.8% | |||
| 65Δ | 4.54 | 84.6% | 9.6% | |||
| 70Δ | 4.73 | 75.7% | 6.5% | |||
| 75Δ | 4.91 | 66.7% | 3.3% | |||
| 80Δ | 5.88 | 96.0% | 1.9% | |||
No recorded observations