Share price$4.10
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:05:51.511Z
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 · 2026-10-22T21:37:32.448323662Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.25 | 244.9% | 41.2% | |||
| 25Δ | 3.84 | 258.0% | 38.1% | |||
| 30Δ | 4.43 | 271.2% | 35.0% | |||
| 35Δ | 5.02 | 284.3% | 31.9% | |||
| 40Δ | 5.62 | 297.5% | 28.8% | |||
| 45Δ | 6.21 | 310.7% | 25.7% | |||
| 50Δ | 6.80 | 323.8% | 22.6% | |||
| 55Δ | 7.39 | 337.0% | 19.5% | |||
| 60Δ | 9.92 | 390.2% | 18.0% | |||
| 65Δ | 9.18 | 337.8% | 15.3% | |||
| 70Δ | 8.43 | 285.4% | 12.5% | |||
| 75Δ | 7.68 | 233.0% | 9.8% | |||
| 80Δ | 6.93 | 180.6% | 7.1% | |||
No recorded observations