Share price$4.84
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:58:52.656Z
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 · 2026-10-22T20:00:00.38395626Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.35 | 94.6% | 33.7% | 3.30 | 273.2% | 39.6% |
| 25Δ | 10.12 | 252.9% | 116.8% | 4.00 | 147.5% | 25.1% |
| 30Δ | 7.88 | 201.2% | 70.9% | 4.16 | 131.3% | 21.7% |
| 35Δ | 7.53 | 189.5% | 64.7% | 4.32 | 115.1% | 18.3% |
| 40Δ | 7.19 | 177.7% | 58.6% | 4.47 | 98.9% | 14.9% |
| 45Δ | 6.84 | 166.0% | 52.4% | 4.63 | 82.8% | 11.5% |
| 50Δ | 6.50 | 154.3% | 46.3% | 4.79 | 66.6% | 8.0% |
| 55Δ | 6.15 | 142.5% | 40.1% | 4.94 | 50.4% | 4.6% |
| 60Δ | 5.81 | 130.8% | 34.0% | 5.43 | 70.1% | 4.0% |
| 65Δ | 5.46 | 119.1% | 27.8% | 6.11 | 110.0% | 4.8% |
| 70Δ | 5.12 | 107.3% | 21.7% | 6.79 | 149.9% | 5.7% |
| 75Δ | 4.77 | 95.6% | 15.5% | 7.45 | 165.3% | 5.1% |
| 80Δ | 4.43 | 83.9% | 9.4% | 8.18 | 170.5% | 3.7% |
No recorded observations