Share price$4.05
1D-2.3%
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Market dataready · fetched 2026-10-20T06:07:27.012Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyRecorded provider observations · delta-comparison-v1 · expiration-specific
History dataPriceAlpaca · sip · 2026-10-19T23:59:45.321229172Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:07:26.321023+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.18 | 84.6% | 30.6% | 3.25 | 109.5% | 23.6% |
| 25Δ | 4.99 | 87.7% | 26.6% | 3.57 | 79.1% | 15.9% |
| 30Δ | 4.80 | 85.5% | 22.8% | 3.69 | 78.9% | 14.1% |
| 35Δ | 4.61 | 83.3% | 18.9% | 3.81 | 78.8% | 12.3% |
| 40Δ | 4.45 | 82.1% | 15.9% | 3.93 | 78.6% | 10.5% |
| 45Δ | 4.32 | 82.1% | 13.9% | 4.88 | 143.0% | 12.3% |
| 50Δ | 4.19 | 82.1% | 11.9% | 6.82 | 284.4% | 18.5% |
| 55Δ | 4.06 | 82.1% | 9.9% | 9.09 | 390.3% | 21.5% |
| 60Δ | 3.93 | 83.2% | 8.4% | 6.91 | 220.9% | 11.8% |
| 65Δ | 3.79 | 85.2% | 7.2% | 7.73 | 273.6% | 12.2% |
| 70Δ | 3.66 | 87.3% | 6.0% | 10.12 | 308.7% | 10.5% |
| 75Δ | 3.52 | 89.4% | 4.8% | 6.42 | 164.9% | 5.3% |
| 80Δ | 3.11 | 135.0% | 5.0% | 5.49 | 97.8% | 2.2% |
| Observation | IV | Skew | Implied move |
|---|---|---|---|
| 182.29% | -8.38 pp | 95.49% |