Share price$4.83
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:03:14.834Z
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 · 2026-10-22T23:58:35.303712647Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.20 | 144.3% | 73.0% | 4.15 | 67.9% | 16.7% |
| 25Δ | 7.60 | 129.0% | 60.9% | 4.27 | 66.4% | 15.0% |
| 30Δ | 6.99 | 113.6% | 48.9% | 4.39 | 64.9% | 13.2% |
| 35Δ | 6.39 | 98.2% | 36.8% | 4.52 | 63.4% | 11.5% |
| 40Δ | 5.78 | 82.8% | 24.8% | 4.64 | 61.9% | 9.8% |
| 45Δ | 5.18 | 67.4% | 12.7% | 4.76 | 60.4% | 8.1% |
| 50Δ | 4.90 | 65.3% | 8.6% | 4.89 | 58.8% | 6.3% |
| 55Δ | 4.76 | 68.7% | 7.7% | 5.02 | 58.0% | 4.7% |
| 60Δ | 4.62 | 72.1% | 6.8% | 5.23 | 63.4% | 4.2% |
| 65Δ | 4.47 | 75.5% | 5.9% | 5.43 | 68.7% | 3.6% |
| 70Δ | 4.33 | 78.9% | 5.1% | 5.64 | 74.0% | 3.1% |
| 75Δ | 4.19 | 82.3% | 4.2% | 5.85 | 79.4% | 2.6% |
| 80Δ | 4.05 | 85.7% | 3.3% | 6.65 | 110.6% | 2.5% |
No recorded observations