Share price$2.58
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:38.828Z
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 · 2026-10-22T17:54:55.313795884Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.34 | 169.8% | 73.2% | 1.77 | 324.2% | 46.1% |
| 25Δ | 4.90 | 227.5% | 98.0% | 2.08 | 249.2% | 36.1% |
| 30Δ | 5.45 | 285.1% | 122.7% | 2.35 | 249.8% | 32.9% |
| 35Δ | 5.32 | 287.4% | 118.8% | 2.63 | 250.4% | 29.7% |
| 40Δ | 2.83 | 145.3% | 21.7% | 2.90 | 251.0% | 26.5% |
| 45Δ | 2.66 | 192.1% | 21.3% | 3.18 | 251.6% | 23.3% |
| 50Δ | 2.48 | 239.0% | 20.8% | 3.46 | 252.2% | 20.1% |
| 55Δ | 2.31 | 285.9% | 20.4% | 3.73 | 252.8% | 16.9% |
| 60Δ | 2.13 | 332.7% | 20.0% | |||
| 65Δ | 1.96 | 379.6% | 19.6% | |||
| 70Δ | 1.78 | 426.4% | 19.1% | |||
| 75Δ | 1.61 | 473.3% | 18.7% | |||
| 80Δ | 1.43 | 520.1% | 18.3% | |||
No recorded observations