Share price$1.50
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:37:52.852Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T17:36:27.094409204Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.07 | 135.1% | 38.8% | |||
| 25Δ | 4.36 | 178.3% | 200.3% | 1.19 | 132.6% | 34.4% |
| 30Δ | 3.14 | 134.7% | 118.3% | 1.31 | 130.1% | 29.9% |
| 35Δ | 1.99 | 94.6% | 41.9% | 1.43 | 127.5% | 25.5% |
| 40Δ | 1.90 | 101.4% | 39.0% | 1.59 | 130.8% | 22.2% |
| 45Δ | 1.82 | 108.1% | 36.0% | 1.78 | 141.1% | 20.3% |
| 50Δ | 1.73 | 114.9% | 33.0% | 1.97 | 151.4% | 18.3% |
| 55Δ | 1.64 | 121.6% | 30.0% | 2.18 | 152.5% | 15.7% |
| 60Δ | 1.55 | 128.3% | 27.1% | 2.38 | 152.1% | 12.9% |
| 65Δ | 1.45 | 132.3% | 23.6% | |||
| 70Δ | 1.32 | 132.9% | 19.5% | |||
| 75Δ | 1.20 | 133.4% | 15.4% | |||
| 80Δ | 1.08 | 134.0% | 11.3% | |||
No recorded observations