Share price$6.99
1D+2.4%
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 2026-10-23T04:11:44.353Z
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 · 2026-10-22T23:00:00.002613549Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.62 | 224.9% | 114.5% | 6.26 | 45.3% | 12.1% |
| 25Δ | 10.46 | 157.8% | 55.0% | 6.39 | 44.2% | 10.7% |
| 30Δ | 9.54 | 131.1% | 41.7% | 6.53 | 43.2% | 9.2% |
| 35Δ | 8.98 | 109.8% | 33.4% | 6.67 | 42.2% | 7.7% |
| 40Δ | 8.42 | 88.5% | 25.0% | 6.80 | 41.1% | 6.3% |
| 45Δ | 7.85 | 67.2% | 16.7% | 6.94 | 40.1% | 4.8% |
| 50Δ | 7.29 | 45.9% | 8.4% | 7.12 | 43.7% | 4.0% |
| 55Δ | 6.83 | 40.1% | 3.9% | 7.33 | 51.0% | 3.8% |
| 60Δ | 6.49 | 50.7% | 3.5% | 7.55 | 58.3% | 3.6% |
| 65Δ | 6.14 | 61.3% | 3.2% | 7.76 | 65.7% | 3.3% |
| 70Δ | 5.80 | 71.9% | 2.8% | 7.97 | 73.0% | 3.1% |
| 75Δ | 5.45 | 82.5% | 2.4% | 8.61 | 89.7% | 2.9% |
| 80Δ | 5.11 | 93.2% | 2.0% | 9.63 | 107.8% | 2.4% |
| Date | IV |
|---|---|
| 32.69% | |
| 37.31% |