Share price$5.24
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T21:56:48.283Z
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 · 2026-10-23T20:00:00.184909174Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 8.78 | 164.2% | 71.6% | 3.52 | 215.9% | 39.0% |
| 25Δ | 7.61 | 146.8% | 50.3% | 4.06 | 168.6% | 29.1% |
| 30Δ | 7.09 | 135.4% | 41.0% | 4.60 | 121.3% | 19.2% |
| 35Δ | 6.84 | 126.7% | 36.9% | 5.17 | 117.1% | 15.5% |
| 40Δ | 6.60 | 117.9% | 32.8% | 5.74 | 130.5% | 14.4% |
| 45Δ | 6.35 | 109.2% | 28.8% | 6.31 | 143.9% | 13.2% |
| 50Δ | 6.11 | 100.5% | 24.7% | 6.88 | 157.3% | 12.1% |
| 55Δ | 5.86 | 91.7% | 20.6% | 7.45 | 170.7% | 10.9% |
| 60Δ | 5.62 | 83.0% | 16.6% | 8.02 | 184.1% | 9.8% |
| 65Δ | 5.37 | 74.2% | 12.5% | 8.59 | 197.5% | 8.6% |
| 70Δ | 5.13 | 65.5% | 8.4% | 9.16 | 210.9% | 7.5% |
| 75Δ | 4.88 | 56.7% | 4.4% | 9.73 | 224.3% | 6.4% |
| 80Δ | 4.43 | 73.2% | 2.2% | |||
No recorded observations