Share price$2.43
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:01:40.198Z
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 · 2026-10-22T23:00:00.000984372Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.82 | 197.1% | 31.9% | |||
| 25Δ | 2.06 | 119.7% | 21.8% | |||
| 30Δ | 2.18 | 120.5% | 19.9% | |||
| 35Δ | 2.29 | 121.3% | 18.1% | |||
| 40Δ | 4.18 | 287.9% | 87.3% | 2.41 | 122.1% | 16.2% |
| 45Δ | 3.34 | 230.8% | 52.7% | 2.52 | 122.8% | 14.3% |
| 50Δ | 2.64 | 123.6% | 12.4% | |||
| 55Δ | 2.75 | 124.4% | 10.5% | |||
| 60Δ | 2.87 | 125.2% | 8.6% | |||
| 65Δ | 2.98 | 125.9% | 6.7% | |||
| 70Δ | 3.67 | 161.4% | 6.0% | |||
| 75Δ | 4.47 | 203.5% | 5.6% | |||
| 80Δ | 4.71 | 206.7% | 4.5% | |||
No recorded observations