Share price$4.12
1D-2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:41:48.932Z
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 · 2026-10-23T16:41:09.051726556Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.91 | 166.1% | 36.1% | |||
| 25Δ | 3.13 | 160.1% | 32.9% | |||
| 30Δ | 3.34 | 154.1% | 29.7% | |||
| 35Δ | 3.55 | 148.0% | 26.5% | |||
| 40Δ | 4.87 | 138.0% | 27.9% | 3.77 | 142.0% | 23.3% |
| 45Δ | 4.62 | 144.3% | 25.5% | 3.98 | 136.0% | 20.1% |
| 50Δ | 4.37 | 150.7% | 23.0% | 4.19 | 129.9% | 16.9% |
| 55Δ | 4.13 | 157.1% | 20.6% | 4.41 | 123.9% | 13.7% |
| 60Δ | 3.88 | 163.4% | 18.1% | 4.62 | 117.9% | 10.5% |
| 65Δ | 3.64 | 169.8% | 15.7% | 4.83 | 111.8% | 7.3% |
| 70Δ | 3.39 | 176.1% | 13.3% | 5.10 | 107.4% | 4.5% |
| 75Δ | 3.15 | 182.5% | 10.8% | 5.57 | 108.8% | 3.6% |
| 80Δ | 2.90 | 188.8% | 8.4% | 6.04 | 110.2% | 2.7% |
No recorded observations