Share price$3.20
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:53:48.340Z
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 · 2026-10-22T20:49:31.87630604Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.28 | 156.3% | 68.9% | 2.67 | 82.0% | 19.0% |
| 25Δ | 4.56 | 116.2% | 46.1% | 2.84 | 67.8% | 14.2% |
| 30Δ | 3.84 | 76.1% | 23.3% | 3.00 | 53.7% | 9.4% |
| 35Δ | 3.47 | 56.6% | 11.9% | 3.07 | 54.5% | 8.5% |
| 40Δ | 3.40 | 55.8% | 10.6% | 3.14 | 55.4% | 7.7% |
| 45Δ | 3.34 | 54.9% | 9.4% | 3.21 | 56.4% | 6.8% |
| 50Δ | 3.27 | 54.1% | 8.2% | 3.27 | 57.3% | 5.9% |
| 55Δ | 3.21 | 53.2% | 7.0% | 3.34 | 58.3% | 5.1% |
| 60Δ | 3.14 | 52.4% | 5.7% | 3.41 | 59.2% | 4.2% |
| 65Δ | 3.07 | 51.6% | 4.5% | 3.48 | 60.1% | 3.4% |
| 70Δ | 3.01 | 50.7% | 3.3% | 3.65 | 68.5% | 2.9% |
| 75Δ | 3.87 | 79.7% | 2.6% | |||
| 80Δ | 4.23 | 95.4% | 2.2% | |||
No recorded observations