Share price$4.67
1D+5.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:13:58.143Z
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 · 2026-10-22T23:00:00.002203065Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 7.40 | 198.1% | 66.5% | |||
| 35Δ | 6.64 | 165.7% | 50.2% | |||
| 40Δ | 5.88 | 133.3% | 33.9% | |||
| 45Δ | 5.12 | 100.9% | 17.6% | |||
| 50Δ | ||||||
| 55Δ | 5.50 | 137.9% | 10.1% | |||
| 60Δ | 6.02 | 150.0% | 8.9% | |||
| 65Δ | 6.54 | 162.2% | 7.8% | |||
| 70Δ | 7.06 | 174.3% | 6.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations