Share price$4.15
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:15:56.729Z
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 · 2026-10-22T23:33:31.285491665Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.30 | 250.2% | 41.6% | |||
| 25Δ | 3.91 | 264.1% | 38.5% | |||
| 30Δ | 4.51 | 278.0% | 35.4% | |||
| 35Δ | 5.12 | 291.9% | 32.2% | |||
| 40Δ | 5.72 | 305.8% | 29.1% | |||
| 45Δ | 6.33 | 319.8% | 26.0% | |||
| 50Δ | 6.93 | 333.7% | 22.8% | |||
| 55Δ | 7.71 | 351.6% | 19.8% | |||
| 60Δ | 9.63 | 378.5% | 17.9% | |||
| 65Δ | 8.60 | 308.1% | 14.2% | |||
| 70Δ | 7.56 | 237.7% | 10.5% | |||
| 75Δ | 6.52 | 167.3% | 6.7% | |||
| 80Δ | 5.49 | 96.9% | 3.0% | |||
No recorded observations