Share price$4.73
1D+3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:21:06.013Z
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 · 2026-10-22T20:28:27.90082051Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 5.25 | 443.5% | 44.1% | |||
| 35Δ | 5.73 | 422.0% | 40.1% | |||
| 40Δ | 6.20 | 400.4% | 36.2% | |||
| 45Δ | 6.68 | 378.9% | 32.2% | |||
| 50Δ | 7.16 | 357.3% | 28.3% | |||
| 55Δ | 7.64 | 335.7% | 24.3% | |||
| 60Δ | 8.12 | 314.2% | 20.4% | |||
| 65Δ | 8.60 | 292.6% | 16.4% | |||
| 70Δ | 12.43 | 709.8% | 214.5% | 9.08 | 271.1% | 12.5% |
| 75Δ | 9.75 | 594.7% | 158.5% | 9.56 | 249.5% | 8.5% |
| 80Δ | 7.08 | 479.6% | 102.6% | 9.61 | 216.4% | 4.5% |
No recorded observations