Share price$1.67
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:12:20.750Z
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 · 2026-10-22T20:13:52.428224175Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.71 | 84.8% | 66.7% | 1.15 | 244.9% | 47.0% |
| 25Δ | 4.12 | 166.6% | 156.1% | 1.31 | 176.9% | 34.5% |
| 30Δ | 5.54 | 248.3% | 245.6% | 1.46 | 108.9% | 22.0% |
| 35Δ | 6.95 | 330.0% | 335.0% | 1.55 | 89.8% | 17.5% |
| 40Δ | 4.61 | 292.8% | 195.9% | 1.61 | 86.8% | 15.5% |
| 45Δ | 2.44 | 185.1% | 63.6% | 1.68 | 83.9% | 13.5% |
| 50Δ | 2.24 | 169.5% | 52.6% | 1.75 | 80.9% | 11.6% |
| 55Δ | 2.04 | 154.0% | 41.6% | 1.81 | 77.9% | 9.6% |
| 60Δ | 1.83 | 138.5% | 30.6% | 1.88 | 75.0% | 7.6% |
| 65Δ | 1.63 | 122.9% | 19.6% | 1.94 | 72.0% | 5.7% |
| 70Δ | 2.02 | 70.7% | 3.9% | |||
| 75Δ | 2.24 | 81.9% | 3.2% | |||
| 80Δ | 2.46 | 93.1% | 2.5% | |||
No recorded observations