Share price$5.15
1D-3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:48:25.236Z
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 · 2026-10-22T23:00:00.001462676Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 105.6% | 41.2% | 3.69 | 149.8% | 32.9% |
| 25Δ | 5.97 | 66.5% | 18.6% | 4.02 | 133.3% | 27.3% |
| 30Δ | 5.84 | 66.7% | 16.9% | 4.35 | 116.8% | 21.7% |
| 35Δ | 5.70 | 66.9% | 15.1% | 4.68 | 100.3% | 16.1% |
| 40Δ | 5.56 | 67.1% | 13.4% | 5.00 | 84.1% | 10.7% |
| 45Δ | 5.43 | 67.3% | 11.7% | 5.18 | 84.4% | 9.5% |
| 50Δ | 5.29 | 67.5% | 9.9% | 5.35 | 84.7% | 8.3% |
| 55Δ | 5.15 | 67.7% | 8.2% | 5.52 | 85.0% | 7.2% |
| 60Δ | 5.01 | 67.9% | 6.5% | 5.69 | 85.3% | 6.0% |
| 65Δ | 4.83 | 71.3% | 5.6% | 5.86 | 85.6% | 4.8% |
| 70Δ | 4.65 | 75.0% | 4.8% | 6.08 | 87.5% | 3.8% |
| 75Δ | 4.47 | 78.6% | 4.0% | 6.52 | 96.7% | 3.1% |
| 80Δ | 4.28 | 82.3% | 3.2% | 6.96 | 106.0% | 2.5% |
No recorded observations