Share price$0.99
1D-3.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:24.076Z
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 · 2026-10-22T23:52:36.597245291Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.86 | 192.4% | 92.8% | 0.66 | 170.9% | 38.1% |
| 25Δ | 2.29 | 275.0% | 140.1% | 0.73 | 154.9% | 32.5% |
| 30Δ | 2.81 | 353.1% | 196.5% | 0.79 | 138.8% | 27.0% |
| 35Δ | 3.40 | 427.2% | 261.2% | 0.86 | 122.8% | 21.5% |
| 40Δ | 4.00 | 501.3% | 326.0% | 0.92 | 106.7% | 16.0% |
| 45Δ | 4.59 | 575.3% | 390.7% | 0.98 | 90.7% | 10.5% |
| 50Δ | 3.91 | 480.9% | 319.7% | 1.05 | 89.4% | 8.4% |
| 55Δ | 0.99 | 94.2% | 10.9% | 1.11 | 93.1% | 7.4% |
| 60Δ | 0.93 | 102.0% | 9.7% | 1.17 | 96.8% | 6.5% |
| 65Δ | 0.87 | 109.8% | 8.5% | 1.23 | 100.5% | 5.5% |
| 70Δ | 0.81 | 117.6% | 7.3% | 1.30 | 104.2% | 4.6% |
| 75Δ | 0.75 | 125.5% | 6.1% | 1.36 | 107.9% | 3.7% |
| 80Δ | 0.69 | 133.3% | 4.9% | 1.42 | 111.6% | 2.7% |
No recorded observations