Share price$3.30
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:38:39.883Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-22T15:05:14.77698611Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 7.28 | 129.0% | 128.9% | 2.63 | 143.0% | 39.6% |
| 30Δ | 6.85 | 135.6% | 119.0% | 2.85 | 136.3% | 36.1% |
| 35Δ | 6.43 | 142.2% | 109.1% | 3.08 | 129.6% | 32.6% |
| 40Δ | 6.01 | 148.7% | 99.2% | 3.30 | 122.8% | 29.1% |
| 45Δ | 5.58 | 155.3% | 89.3% | 3.52 | 116.1% | 25.6% |
| 50Δ | 5.16 | 161.9% | 79.4% | 3.75 | 109.4% | 22.0% |
| 55Δ | 4.71 | 156.9% | 68.1% | 3.97 | 102.6% | 18.5% |
| 60Δ | 4.24 | 145.0% | 55.9% | 4.19 | 95.9% | 15.0% |
| 65Δ | 3.77 | 133.1% | 43.8% | 4.42 | 89.2% | 11.5% |
| 70Δ | 3.30 | 121.2% | 31.6% | 4.64 | 82.4% | 7.9% |
| 75Δ | 2.84 | 109.2% | 19.4% | 4.86 | 75.7% | 4.4% |
| 80Δ | ||||||
No recorded observations