Share price$3.03
1D-3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:11:42.579Z
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 · 2026-10-22T23:08:00.528671225Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.11 | 257.7% | 41.9% | |||
| 25Δ | 8.29 | 317.3% | 182.7% | 2.34 | 235.1% | 36.0% |
| 30Δ | 5.92 | 263.4% | 105.4% | 2.57 | 212.6% | 30.2% |
| 35Δ | 5.00 | 242.7% | 76.5% | 2.80 | 190.1% | 24.4% |
| 40Δ | 4.41 | 224.3% | 58.6% | 3.02 | 169.9% | 18.9% |
| 45Δ | 3.91 | 204.9% | 43.1% | 3.24 | 170.1% | 16.8% |
| 50Δ | 3.59 | 183.1% | 33.4% | 3.45 | 170.4% | 14.7% |
| 55Δ | 3.27 | 161.3% | 23.7% | 3.66 | 170.7% | 12.6% |
| 60Δ | 2.97 | 143.4% | 15.2% | 3.88 | 170.9% | 10.5% |
| 65Δ | 2.79 | 147.4% | 13.1% | 4.14 | 171.3% | 8.6% |
| 70Δ | 2.61 | 151.5% | 11.1% | 4.46 | 171.8% | 6.9% |
| 75Δ | 2.44 | 155.5% | 9.0% | 4.79 | 172.4% | 5.3% |
| 80Δ | 2.26 | 159.6% | 6.9% | |||
No recorded observations