Share price$1.54
1D+5.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:07:17.461Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T20:00:00.374539455Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.00 | 299.5% | 365.8% | |||
| 30Δ | 6.48 | 313.6% | 335.7% | |||
| 35Δ | 5.97 | 327.7% | 305.6% | |||
| 40Δ | 5.45 | 341.8% | 275.5% | |||
| 45Δ | 4.77 | 344.9% | 233.9% | |||
| 50Δ | 2.82 | 266.1% | 107.3% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 3.46 | 205.4% | 11.0% | |||
| 70Δ | 6.47 | 312.8% | 11.0% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations