Share price$1.85
1D-5.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:37.508Z
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 · 2026-10-22T21:21:20.728993666Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.09 | 237.7% | 126.6% | 1.18 | 346.0% | 50.9% |
| 25Δ | 5.86 | 343.9% | 226.4% | 1.31 | 310.9% | 44.5% |
| 30Δ | 6.96 | 418.0% | 289.6% | 1.44 | 275.8% | 38.0% |
| 35Δ | 5.30 | 311.5% | 198.2% | 1.57 | 240.7% | 31.6% |
| 40Δ | 3.64 | 205.1% | 106.8% | 1.70 | 205.6% | 25.2% |
| 45Δ | 2.00 | 99.6% | 16.2% | 1.84 | 170.5% | 18.8% |
| 50Δ | 1.89 | 116.7% | 15.0% | 1.97 | 135.4% | 12.4% |
| 55Δ | 1.77 | 133.9% | 13.8% | 2.12 | 129.3% | 9.8% |
| 60Δ | 1.66 | 151.0% | 12.5% | 2.28 | 132.8% | 8.5% |
| 65Δ | 1.55 | 168.1% | 11.3% | 2.44 | 136.3% | 7.3% |
| 70Δ | 1.43 | 185.2% | 10.1% | 2.60 | 139.8% | 6.0% |
| 75Δ | 1.32 | 202.3% | 8.9% | 2.76 | 143.3% | 4.7% |
| 80Δ | 1.21 | 219.4% | 7.6% | 2.92 | 146.8% | 3.4% |
No recorded observations