Share price$4.74
1D+3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:27:15.565Z
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 · 2026-10-22T20:33:57.704978241Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.09 | 180.4% | 39.7% | |||
| 25Δ | 3.34 | 165.0% | 35.1% | |||
| 30Δ | 3.60 | 149.7% | 30.4% | |||
| 35Δ | 3.86 | 134.3% | 25.7% | |||
| 40Δ | 4.12 | 119.0% | 21.0% | |||
| 45Δ | 4.85 | 67.5% | 9.8% | 4.38 | 103.6% | 16.3% |
| 50Δ | 4.61 | 76.9% | 8.9% | 4.63 | 88.2% | 11.6% |
| 55Δ | 4.38 | 86.3% | 8.1% | 4.89 | 72.9% | 7.0% |
| 60Δ | 4.14 | 95.7% | 7.2% | 5.28 | 74.5% | 4.7% |
| 65Δ | 3.91 | 105.1% | 6.4% | 5.75 | 88.2% | 4.2% |
| 70Δ | 3.67 | 114.5% | 5.5% | 6.23 | 102.0% | 3.7% |
| 75Δ | 3.44 | 123.9% | 4.7% | 6.70 | 115.8% | 3.2% |
| 80Δ | 3.20 | 133.3% | 3.9% | 7.18 | 129.5% | 2.7% |
No recorded observations