Share price$2.57
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:18.548Z
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 · 2026-10-22T20:10:00.003608569Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.34 | 171.3% | 74.0% | 1.76 | 326.7% | 46.2% |
| 25Δ | 4.90 | 229.0% | 98.7% | 2.07 | 248.6% | 36.0% |
| 30Δ | 5.45 | 286.6% | 123.5% | 2.34 | 249.0% | 32.8% |
| 35Δ | 4.82 | 248.6% | 98.6% | 2.61 | 249.5% | 29.6% |
| 40Δ | 2.89 | 103.8% | 20.6% | 2.89 | 249.9% | 26.4% |
| 45Δ | 2.79 | 105.6% | 18.7% | 3.16 | 250.3% | 23.2% |
| 50Δ | 2.68 | 107.5% | 16.7% | 3.43 | 250.8% | 20.1% |
| 55Δ | 2.58 | 109.4% | 14.7% | 3.71 | 251.2% | 16.9% |
| 60Δ | 2.47 | 111.3% | 12.8% | 3.98 | 251.7% | 13.7% |
| 65Δ | 2.36 | 113.2% | 10.8% | 3.73 | 201.4% | 10.3% |
| 70Δ | 2.26 | 115.0% | 8.9% | 3.44 | 146.8% | 6.9% |
| 75Δ | 2.15 | 116.9% | 6.9% | 3.15 | 92.2% | 3.5% |
| 80Δ | 2.05 | 118.8% | 4.9% | |||
No recorded observations