Share price$5.19
1D-9.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:08:48.576Z
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 · 2026-10-22T20:00:02.539646795Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.38 | 338.4% | 261.3% | 3.84 | 181.4% | 33.2% |
| 25Δ | 11.02 | 238.4% | 119.3% | 4.21 | 150.1% | 26.2% |
| 30Δ | 8.63 | 172.0% | 72.7% | 4.50 | 128.8% | 21.0% |
| 35Δ | 6.25 | 105.5% | 26.2% | 4.79 | 107.4% | 15.8% |
| 40Δ | 5.84 | 112.5% | 20.9% | 5.04 | 91.2% | 11.5% |
| 45Δ | 5.66 | 128.1% | 20.4% | 5.21 | 90.3% | 10.2% |
| 50Δ | 5.48 | 143.6% | 19.9% | 5.39 | 89.4% | 8.9% |
| 55Δ | 5.30 | 159.1% | 19.4% | 5.56 | 88.5% | 7.5% |
| 60Δ | 5.12 | 174.6% | 18.8% | 5.73 | 87.6% | 6.2% |
| 65Δ | 4.89 | 182.4% | 17.2% | 5.90 | 86.7% | 4.9% |
| 70Δ | 4.56 | 176.2% | 13.7% | 8.02 | 192.6% | 7.4% |
| 75Δ | 4.24 | 170.0% | 10.1% | 8.48 | 184.3% | 5.7% |
| 80Δ | 3.82 | 194.4% | 8.1% | 8.95 | 176.0% | 3.9% |
No recorded observations