Share price$6.55
1D-0.9%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T08:07:33.260Z
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 · 2026-10-21T23:39:09.972147907Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.66 | 397.6% | 50.9% | |||
| 25Δ | 5.26 | 326.1% | 42.6% | |||
| 30Δ | 8.08 | 102.8% | 28.5% | 5.72 | 297.2% | 37.1% |
| 35Δ | 9.50 | 185.8% | 55.4% | 6.17 | 268.3% | 31.5% |
| 40Δ | 10.92 | 268.7% | 82.2% | 6.62 | 239.4% | 26.0% |
| 45Δ | 12.33 | 351.7% | 109.1% | 7.08 | 210.5% | 20.4% |
| 50Δ | 11.66 | 333.2% | 100.0% | 7.54 | 183.5% | 15.1% |
| 55Δ | 10.71 | 301.2% | 86.2% | 8.11 | 182.3% | 13.1% |
| 60Δ | 9.76 | 269.2% | 72.3% | 8.68 | 181.1% | 11.1% |
| 65Δ | 8.81 | 237.2% | 58.5% | 9.24 | 180.0% | 9.1% |
| 70Δ | 7.86 | 205.2% | 44.7% | 9.81 | 178.8% | 7.2% |
| 75Δ | 6.91 | 173.2% | 30.8% | 11.99 | 213.2% | 6.2% |
| 80Δ | 5.96 | 141.2% | 17.0% | |||
No recorded observations