Share price$4.75
1D+3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:30:31.941Z
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 · 2026-10-22T23:20:31.947165784Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.10 | 180.5% | 39.7% | |||
| 25Δ | 3.36 | 165.0% | 34.9% | |||
| 30Δ | 3.62 | 149.4% | 30.2% | |||
| 35Δ | 3.89 | 133.9% | 25.4% | |||
| 40Δ | 4.15 | 118.3% | 20.7% | |||
| 45Δ | 4.87 | 65.1% | 9.5% | 4.41 | 102.8% | 15.9% |
| 50Δ | 4.63 | 73.6% | 8.7% | 4.67 | 87.2% | 11.2% |
| 55Δ | 4.40 | 82.2% | 7.9% | 4.94 | 71.6% | 6.4% |
| 60Δ | 4.17 | 90.7% | 7.0% | 5.36 | 78.7% | 4.9% |
| 65Δ | 3.93 | 99.2% | 6.2% | 5.84 | 92.9% | 4.4% |
| 70Δ | 3.70 | 107.7% | 5.4% | 6.32 | 107.1% | 3.9% |
| 75Δ | 3.47 | 116.2% | 4.5% | 6.79 | 121.3% | 3.4% |
| 80Δ | 3.24 | 124.8% | 3.7% | 7.27 | 135.4% | 2.9% |
No recorded observations