Share price$3.16
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:54:54.480Z
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 · 2026-10-22T20:00:00.282065909Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.96 | 213.1% | 126.5% | |||
| 25Δ | 6.56 | 211.5% | 116.1% | 2.53 | 209.9% | 32.4% |
| 30Δ | 6.16 | 209.9% | 105.8% | 2.75 | 204.1% | 29.8% |
| 35Δ | 5.76 | 208.2% | 95.5% | 2.96 | 198.3% | 27.2% |
| 40Δ | 5.37 | 206.6% | 85.2% | 3.18 | 192.5% | 24.6% |
| 45Δ | 4.97 | 205.0% | 74.8% | 3.39 | 186.7% | 22.0% |
| 50Δ | 4.57 | 203.3% | 64.5% | 3.61 | 180.9% | 19.4% |
| 55Δ | 4.17 | 201.7% | 54.2% | 3.82 | 175.1% | 16.8% |
| 60Δ | 3.78 | 200.1% | 43.8% | 4.04 | 169.3% | 14.2% |
| 65Δ | 3.38 | 198.5% | 33.5% | 4.26 | 163.5% | 11.6% |
| 70Δ | 2.98 | 196.8% | 23.2% | 4.47 | 157.7% | 9.0% |
| 75Δ | 2.58 | 195.2% | 12.9% | 4.69 | 151.9% | 6.5% |
| 80Δ | 4.90 | 146.1% | 3.9% | |||
No recorded observations