Share price$3.14
1D+6.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:46:35.964Z
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 · 2026-10-22T23:30:16.960339956Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.94 | 463.5% | 62.8% | |||
| 25Δ | 3.25 | 427.3% | 56.2% | |||
| 30Δ | 3.55 | 391.2% | 49.6% | |||
| 35Δ | 3.86 | 355.0% | 43.1% | |||
| 40Δ | 4.17 | 318.9% | 36.5% | |||
| 45Δ | 4.48 | 282.7% | 30.0% | |||
| 50Δ | 4.78 | 246.6% | 23.4% | |||
| 55Δ | 5.14 | 219.1% | 18.0% | |||
| 60Δ | 5.62 | 211.9% | 15.2% | |||
| 65Δ | 6.10 | 204.8% | 12.5% | |||
| 70Δ | 6.48 | 422.7% | 153.8% | 6.58 | 197.6% | 9.7% |
| 75Δ | 3.02 | 240.0% | 37.9% | 7.06 | 190.4% | 7.0% |
| 80Δ | ||||||
No recorded observations