Share price$1.45
1D+13.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:27.121Z
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 · 2026-10-22T23:51:02.665235415Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.89 | 262.0% | 176.5% | |||
| 25Δ | 4.65 | 331.6% | 232.8% | |||
| 30Δ | 5.42 | 401.2% | 289.2% | |||
| 35Δ | 6.18 | 470.9% | 345.6% | |||
| 40Δ | 6.94 | 540.5% | 402.0% | |||
| 45Δ | 5.80 | 544.7% | 326.0% | |||
| 50Δ | 2.58 | 375.0% | 23.9% | |||
| 55Δ | 3.62 | 392.6% | 21.1% | |||
| 60Δ | 4.66 | 410.2% | 18.2% | |||
| 65Δ | 5.71 | 427.8% | 15.3% | |||
| 70Δ | 6.75 | 445.4% | 12.4% | |||
| 75Δ | 7.20 | 438.9% | 9.5% | |||
| 80Δ | 6.11 | 370.3% | 6.5% | |||
No recorded observations