Share price$1.87
1D-5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:52:02.625Z
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 · 2026-10-22T23:29:08.55686171Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.10 | 235.8% | 124.7% | 1.19 | 345.7% | 50.8% |
| 25Δ | 5.92 | 343.7% | 225.8% | 1.33 | 309.3% | 44.1% |
| 30Δ | 6.91 | 412.1% | 282.8% | 1.47 | 273.0% | 37.5% |
| 35Δ | 5.36 | 312.1% | 198.3% | 1.60 | 236.6% | 30.9% |
| 40Δ | 3.82 | 212.1% | 113.9% | 1.74 | 200.3% | 24.3% |
| 45Δ | 2.27 | 112.2% | 29.4% | 1.88 | 163.9% | 17.7% |
| 50Δ | 1.91 | 107.7% | 13.9% | 2.02 | 132.2% | 11.7% |
| 55Δ | 1.79 | 123.0% | 12.7% | 2.19 | 137.0% | 10.3% |
| 60Δ | 1.68 | 138.3% | 11.5% | 2.36 | 141.9% | 9.0% |
| 65Δ | 1.57 | 153.6% | 10.3% | 2.52 | 146.8% | 7.6% |
| 70Δ | 1.46 | 168.9% | 9.1% | 2.69 | 151.7% | 6.3% |
| 75Δ | 1.34 | 184.2% | 7.9% | 2.86 | 156.5% | 4.9% |
| 80Δ | 1.23 | 199.5% | 6.7% | 3.38 | 179.6% | 3.8% |
No recorded observations