Share price$2.39
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:38:04.246Z
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 · 2026-10-22T23:00:00.001685029Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.59 | 334.0% | 48.8% | |||
| 25Δ | 1.71 | 296.3% | 42.7% | |||
| 30Δ | 1.84 | 258.6% | 36.6% | |||
| 35Δ | 7.13 | 402.2% | 214.4% | 1.97 | 220.9% | 30.5% |
| 40Δ | 5.13 | 355.7% | 132.2% | 2.09 | 183.2% | 24.4% |
| 45Δ | 2.47 | 53.6% | 8.3% | 2.22 | 145.5% | 18.4% |
| 50Δ | 2.41 | 54.6% | 7.5% | 2.35 | 107.8% | 12.3% |
| 55Δ | 2.35 | 55.5% | 6.7% | 2.47 | 70.1% | 6.2% |
| 60Δ | 2.30 | 56.4% | 5.9% | 2.87 | 84.3% | 4.7% |
| 65Δ | 2.24 | 57.4% | 5.0% | 3.35 | 113.5% | 4.5% |
| 70Δ | 2.19 | 58.3% | 4.2% | 3.83 | 142.7% | 4.3% |
| 75Δ | 2.13 | 59.2% | 3.4% | 4.31 | 171.9% | 4.1% |
| 80Δ | 2.08 | 60.2% | 2.6% | 4.79 | 201.1% | 3.9% |
No recorded observations