Share price$4.94
1D-2.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T14:12:40.890Z
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 · 2026-10-23T14:10:21.257020421Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.52 | 170.9% | 76.7% | 3.18 | 229.5% | 41.9% |
| 25Δ | 7.44 | 159.6% | 55.9% | 3.61 | 191.3% | 33.6% |
| 30Δ | 6.96 | 150.1% | 47.3% | 4.03 | 153.1% | 25.4% |
| 35Δ | 6.61 | 141.0% | 41.1% | 4.45 | 114.8% | 17.2% |
| 40Δ | 6.26 | 131.8% | 34.9% | 4.89 | 88.6% | 11.0% |
| 45Δ | 5.90 | 122.7% | 28.7% | 5.36 | 94.6% | 10.0% |
| 50Δ | 5.55 | 113.6% | 22.4% | 5.82 | 100.6% | 9.0% |
| 55Δ | 5.20 | 104.4% | 16.2% | 6.29 | 106.5% | 8.0% |
| 60Δ | 4.84 | 95.3% | 10.0% | 6.76 | 112.5% | 7.0% |
| 65Δ | 4.44 | 123.7% | 8.2% | 7.23 | 118.4% | 6.0% |
| 70Δ | 4.01 | 163.9% | 7.9% | 7.70 | 124.4% | 5.0% |
| 75Δ | 3.59 | 204.1% | 7.6% | 8.17 | 130.3% | 4.0% |
| 80Δ | 3.16 | 244.4% | 7.2% | 8.63 | 136.3% | 3.0% |
No recorded observations