Share price$3.23
1D-7.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:59:28.234Z
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 · 2026-10-22T21:56:01.377408668Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.27 | 97.6% | 34.9% | 2.66 | 92.9% | 21.0% |
| 25Δ | 10.23 | 284.3% | 224.8% | 2.79 | 87.6% | 17.6% |
| 30Δ | 12.04 | 343.6% | 283.2% | 2.93 | 82.3% | 14.2% |
| 35Δ | 8.32 | 230.2% | 166.2% | 3.05 | 81.0% | 11.9% |
| 40Δ | 4.60 | 116.9% | 49.3% | 3.16 | 84.0% | 10.8% |
| 45Δ | 3.44 | 81.4% | 13.4% | 3.26 | 87.0% | 9.6% |
| 50Δ | 3.34 | 78.7% | 11.5% | 3.36 | 90.0% | 8.5% |
| 55Δ | 3.25 | 75.9% | 9.7% | 3.47 | 93.1% | 7.4% |
| 60Δ | 3.16 | 73.2% | 7.8% | 3.61 | 95.9% | 6.3% |
| 65Δ | 3.07 | 70.5% | 6.0% | 3.77 | 98.6% | 5.3% |
| 70Δ | 2.97 | 69.0% | 4.4% | 3.93 | 101.3% | 4.4% |
| 75Δ | 2.85 | 71.9% | 3.7% | 5.46 | 137.7% | 3.6% |
| 80Δ | 2.73 | 74.8% | 2.9% | 8.04 | 199.9% | 3.1% |
No recorded observations