Share price$2.57
1D-1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:02:41.937Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T16:50:43.130445266Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 203.9% | 183.6% | |||
| 25Δ | 6.01 | 194.4% | 141.9% | |||
| 30Δ | 5.42 | 198.2% | 121.2% | |||
| 35Δ | 9.85 | 328.6% | 300.2% | |||
| 40Δ | 8.75 | 303.5% | 259.0% | 2.67 | 143.7% | 21.7% |
| 45Δ | 7.45 | 272.8% | 209.9% | 2.91 | 141.0% | 19.5% |
| 50Δ | 6.16 | 242.2% | 160.8% | 3.15 | 138.3% | 17.4% |
| 55Δ | 4.86 | 211.5% | 111.8% | 3.39 | 135.6% | 15.2% |
| 60Δ | 3.56 | 180.8% | 62.7% | 3.63 | 133.0% | 13.1% |
| 65Δ | 3.87 | 130.3% | 10.9% | |||
| 70Δ | 4.11 | 127.6% | 8.8% | |||
| 75Δ | 4.36 | 124.9% | 6.6% | |||
| 80Δ | 4.60 | 122.2% | 4.5% | |||
No recorded observations