Share price$3.20
1D+6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:54:30.589Z
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 · 2026-10-22T20:00:03.754089994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.98 | 462.7% | 62.7% | |||
| 25Δ | 3.30 | 425.4% | 56.0% | |||
| 30Δ | 3.62 | 388.2% | 49.3% | |||
| 35Δ | 3.94 | 351.0% | 42.6% | |||
| 40Δ | 4.26 | 313.8% | 35.9% | |||
| 45Δ | 4.58 | 276.5% | 29.1% | |||
| 50Δ | 4.90 | 239.3% | 22.4% | |||
| 55Δ | 5.35 | 223.1% | 18.3% | |||
| 60Δ | 5.87 | 216.7% | 15.4% | |||
| 65Δ | 6.38 | 210.3% | 12.5% | |||
| 70Δ | 6.26 | 401.1% | 141.8% | 6.90 | 203.9% | 9.6% |
| 75Δ | 3.27 | 241.6% | 43.4% | 7.41 | 197.4% | 6.8% |
| 80Δ | ||||||
No recorded observations