Share price$3.81
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:02.640Z
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 · 2026-10-22T20:00:00.370627188Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.63 | 252.0% | 42.2% | |||
| 25Δ | 7.10 | 191.3% | 92.1% | 2.85 | 239.6% | 38.7% |
| 30Δ | 7.46 | 262.9% | 105.9% | 3.07 | 227.2% | 35.1% |
| 35Δ | 7.04 | 253.3% | 97.1% | 3.29 | 214.8% | 31.6% |
| 40Δ | 6.62 | 243.8% | 88.4% | 3.51 | 202.5% | 28.0% |
| 45Δ | 6.20 | 234.2% | 79.6% | 3.73 | 190.1% | 24.5% |
| 50Δ | 5.77 | 224.6% | 70.9% | 3.96 | 177.7% | 20.9% |
| 55Δ | 5.35 | 215.1% | 62.1% | 4.18 | 165.4% | 17.4% |
| 60Δ | 4.93 | 205.5% | 53.4% | 4.40 | 153.0% | 13.8% |
| 65Δ | 4.51 | 196.0% | 44.7% | 4.62 | 140.6% | 10.3% |
| 70Δ | 4.09 | 186.4% | 35.9% | 4.84 | 128.2% | 6.7% |
| 75Δ | 3.66 | 176.9% | 27.2% | 5.52 | 137.7% | 4.2% |
| 80Δ | 3.24 | 167.3% | 18.4% | 7.30 | 200.6% | 4.2% |
No recorded observations