Share price$4.20
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:54:57.959Z
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 · 2026-10-22T23:00:00.00264208Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.00 | 111.0% | 70.7% | 2.90 | 126.2% | 37.6% |
| 25Δ | 6.48 | 106.2% | 59.4% | 3.12 | 120.3% | 34.1% |
| 30Δ | 5.95 | 101.5% | 48.0% | 3.34 | 114.5% | 30.7% |
| 35Δ | 5.43 | 96.7% | 36.7% | 3.55 | 108.6% | 27.2% |
| 40Δ | 4.96 | 93.5% | 27.0% | 3.77 | 102.7% | 23.8% |
| 45Δ | 4.71 | 98.2% | 24.7% | 3.99 | 96.8% | 20.3% |
| 50Δ | 4.46 | 102.9% | 22.3% | 4.21 | 90.9% | 16.8% |
| 55Δ | 4.21 | 107.6% | 20.0% | 4.42 | 85.1% | 13.4% |
| 60Δ | 3.96 | 112.3% | 17.7% | 4.64 | 79.2% | 9.9% |
| 65Δ | 3.71 | 117.0% | 15.4% | 4.86 | 73.3% | 6.5% |
| 70Δ | 3.45 | 121.7% | 13.0% | 6.06 | 79.5% | 3.8% |
| 75Δ | 3.20 | 126.4% | 10.7% | 9.17 | 109.2% | 2.7% |
| 80Δ | 2.95 | 131.1% | 8.4% | 12.28 | 138.9% | 1.6% |
No recorded observations